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
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Citations: View citations in EconPapers (14)

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

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