Article (Scientific journals)
Long run behaviour of Pacific-Basin stock prices
Corhay, Albert; Tourani-Rad, Alireza; Urbain, Jean-Pierre
1995In Applied Financial Economics, 5 (1), p. 11-18
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Abstract :
[en] In this paper, we investigate the long run relationship among five major Pacific-Basin stock markets. We focus on the common long run behaviour of their stock price indices over a sample period of 20 years. Using cointegration theory, we find that while there exists a rather integrated Pacific Basin financial area, the regional aspects (Asian versus Pacific) play important roles.
Disciplines :
Finance
Author, co-author :
Corhay, Albert  ;  Université de Liège - ULiège > Comptabilité et finance
Tourani-Rad, Alireza
Urbain, Jean-Pierre ;  Université de Liège - ULiège > HEC-Ecole de gestion > HEC-Ecole de gestion
Language :
English
Title :
Long run behaviour of Pacific-Basin stock prices
Publication date :
1995
Journal title :
Applied Financial Economics
ISSN :
0960-3107
eISSN :
1466-4305
Publisher :
Routledge (part of Taylor & Francis)
Volume :
5
Issue :
1
Pages :
11-18
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBi :
since 26 August 2011

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