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https://superindex.lbr.auckland.ac.nz/handle/123456789/60178| Title: | Co-movement of Asia-Pacific with European and US stock market returns : A cross-time-frequency analysis |
| Keywords: | Business Markets |
| Issue Date: | 15-Feb-2013 |
| Abstract: | The 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. |
| Description: | In Press - Accepted manuscript 8 February 2013 |
| URI: | http://hdl.handle.net/123456789/60178 |
| ISSN: | 02755319 |
| Appears in Collections: | New Zealand Asia Information Service |
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