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• W1981507730 abstract "This article uses linear and nonlinear Granger causality tests to study Granger causal relations among the stock markets of Greater China. In sharp contrast to the results disclosed by its linear counterpart, a nonlinear causality test provides evidence of isolated bi-directional causal relations between two Chinese stock markets and between the HKSE and the TWSE in the earlier period of 1992 to 1999. The nonlinear causality test further shows that, in the later period of 2000 to 2008, Granger causal relations have been strengthened and that Chinese stock markets are well connected with their neighbour markets, the HKSE and the TWSE, and they are playing a most influential role among the stock markets of Greater China." @default.
• W1981507730 created "2016-06-24" @default.
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• W1981507730 date "2011-06-24" @default.
• W1981507730 modified "2023-10-04" @default.
• W1981507730 title "Granger causal relations among Greater China stock markets: a nonlinear perspective" @default.
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• W1981507730 doi "https://doi.org/10.1080/09603107.2011.577007" @default.
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