Sökning: "bilateral FDI intensity"
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1. The dynamic evolution of stock market integration between China, Japan and South Korea. What are the key determinants of regional stock market integration between these countries?
Master-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This paper investigates the dynamic evolution of the conditional correlation between the stock markets of China, Japan and South Korea by using the DCC-MGARCH model and investigates the key determinants of regional stock market integration by using a linear equation framework. The sample period is from January 1995 until December 2012. LÄS MER
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