Description
The purpose of this paper is to examine the short-term stock market interactions between
US and six major Asian markets – China, India, Hong Kong, Singapore, South Korea and Taiwan.
These six economies along with Japan and Australia have the largest stock exchanges in the...
asia
dynamic market interdependence
emerging market economies
emerging markets
forecast error variance decomposition
granger causality
newlyindustrialisedeconomies
stock markets
united states of america
us and asian newly industrialized economies
