The Interdependence of Share Markets in the Developed Economies of East Asia

S.C. Leong and B. Felminham

Working Papers from Tasmania - Department of Economics

Abstract: The interdependence of Japan’s Nikkei (JN), Taiwan Weighted (TW), Singapore Strait Times (SST), Korea Composite (KC) and Hang Seng (HS) SPIs is tested on 2739 daily observations for July 8, 1990 to July 6, 2000.

Keywords: FINANCIAL MARKET; TESTS; ECONOMIC MODELS (search for similar items in EconPapers)
JEL-codes: G15 G10 (search for similar items in EconPapers)
Date: 2001

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Persistent link: http://EconPapers.repec.org/RePEc:fth:tasman:2001-10

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