The Comovement in Stock Price Indexes of Japan, United States, and China: Estimation of a Nonlinear Cointegration Model

Kazumi Asako, Zhang Yan and Zhentao Liu

Economic Review, 2014, vol. 65, issue 1, 56-85

JEL-codes: C51 G01 G15 (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hit:ecorev:v:65:y:2014:i:1:p:56-85

DOI: 10.15057/26670

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