International Diversification Benefits In Asean Stock Markets: A Revisit
With abounding evidence supporting the presence of non-linearity in stock returns series, coupled with theoretical and empirical works suggesting a potential loss in standard Johansen cointegration method if the underlying data generating process is non-linear in nature, this study re-examines the i...
| Main Authors: | , , |
|---|---|
| Format: | Working Paper |
| Language: | English |
| Published: |
Universiti Putra Malaysia
2003
|
| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/18634/ http://ir.unimas.my/id/eprint/18634/7/INTERNATIONAL%20DIVERSIFICATION%20BENEFITS%20%28abstract%29.pdf |