Stock market interdependence between Australia and its trading partners: does trade intensity matter?

Sudharshan Reddy Paramati, Rakesh Gupta () and Eduardo Roca

Discussion Papers in Finance from Griffith University, Department of Accounting, Finance and Economics

Keywords: Bilateral trade linkages; stock market interdependence; AGDCC GARCH models; time series models (search for similar items in EconPapers)
JEL-codes: C32 G01 G15 (search for similar items in EconPapers)
Date: 2015-06
New Economics Papers: this item is included in nep-fmk and nep-ger
References: Add references at CitEc
Citations: View citations in EconPapers (14)

Downloads: (external link)
https://research-repository.griffith.edu.au/bitstr ... trading-partners.pdf (application/pdf)

Related works:
Journal Article: Stock market interdependence between Australia and its trading partners: does trade intensity matter? (2015)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gri:fpaper:finance:201506

Access Statistics for this paper

More papers in Discussion Papers in Finance from Griffith University, Department of Accounting, Finance and Economics Contact information at EDIRC.
Bibliographic data for series maintained by Dr. Alexandr Akimov ().