Transmission of Stock Movements between the Korean and Major International Stock Markets

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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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Bibliographic Details
Main Author:	LEE, JI TAEK
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2008
Subjects:	stock market transmission Korea
Online Access:	https://eprints.nottingham.ac.uk/21784/

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