How close a relationship does a capital market have with other such markets? The case of Taiwan from the Asian financial crisis
In assessing how far and how close the relationships are between the Taiwan capital market and other international capital markets in Asian financial case, we examine the co-movement patterns by developing the “unequal variance test”. We find that a closer relationship exists between Taiwan and Hong...
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Published in | Pacific-Basin finance journal Vol. 20; no. 3; pp. 349 - 362 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
Elsevier B.V
01.06.2012
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Subjects | |
Online Access | Get full text |
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