Transmission of Stock Movements between the Korean and Major International Stock Markets
Abstract This paper empirically examines the transmission of stock movements between the Korean stock market and three major international stock markets using the Granger causality test and the vector autoregressive (VAR) model. For the purpose of comparison, the data have been divided into two se...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2008
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| Online Access: | https://eprints.nottingham.ac.uk/21784/ |