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...
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| Main Authors: | , , |
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| Format: | Working Paper |
| Language: | English |
| Published: |
Universiti Putra Malaysia
2003
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/18634/7/INTERNATIONAL%20DIVERSIFICATION%20BENEFITS%20%28abstract%29.pdf http://ir.unimas.my/id/eprint/18634/ |
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