1. University of Auckland SuperIndex 5.3
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  3. New Zealand Asia Information Service
Please use this identifier to cite or link to this item: https://superindex.lbr.auckland.ac.nz/handle/123456789/60178
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dc.coverage.spatialAmsterdamen
dc.creatorLoh, Lixia-
dc.date2013en
dc.date.accessioned2013-02-14T20:14:08Z-
dc.date.available2013-02-14T20:14:08Z-
dc.date.issued2013-02-15-
dc.identifier.issn02755319en
dc.identifier.urihttp://hdl.handle.net/123456789/60178-
dc.descriptionIn Press - Accepted manuscript 8 February 2013en
dc.description.abstractThe Asia-Pacific stock markets were volatile during the global financial crises and have traded closely with the global markets during these periods. The co-movement of 13 Asia-Pacific stock market returns with that of European and US stock market returns using the wavelet coherence method are investigated. The results show consistent co-movement between most of the Asia-Pacific stock markets and that of Europe and the United States in the long term run.en
dc.languageEnglishen
dc.relation.ispartofResearch in International Business and Financeen
dc.relation.urihttp://ac.els-cdn.com/S0275531913000020/1-s2.0-S0275531913000020-main.pdf?_tid=0b45c502-76e2-11e2-b417-00000aacb35f&acdnat=1360872579_e7f3719b841310d62b8427a667186688en
dc.subjectBusinessen
dc.subjectMarketsen
dc.titleCo-movement of Asia-Pacific with European and US stock market returns : A cross-time-frequency analysisen
dc.typeAudiovisual Materialen
dc.identifier.doihttp://dx.doi.org/10.1016/j.ribaf.2013.01.001en
prism.volume21en
prism.number1en
prism.startingpage1 - 22en
dc.date.published2013-
Appears in Collections:New Zealand Asia Information Service

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