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- W2044162571 abstract "Using a trivariate vector autoregression (VAR) model with a proper control for heteroscedasticity, this paper investigates the relationships between the two largest equity markets in the world—the U.S. and Japan—and the four Asian emerging equity markets: Hong Kong, Korea, Singapore, and Taiwan. Evidence indicates that the links between the developed markets and the Asian emerging markets (AEMs) began to increase after the stock market crash in October 1987, and have significantly intensified since the outbreak of the Asian financial crisis in July 1997." @default.
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- W2044162571 date "2000-10-01" @default.
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- W2044162571 title "The relationship between developed equity markets and the Pacific Basin's emerging equity markets" @default.
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- W2044162571 doi "https://doi.org/10.1016/s1059-0560(00)00057-5" @default.
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