Linkages among East Asian stock markets, US financial market stress, and gold: A structural VAR approach
Takashi Miyazaki and
Shigeyuki Hamori
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Takashi Miyazaki: Graduate School of Economics, Kobe University
Shigeyuki Hamori: Faculty of Economics, Kobe University
No 1506, Discussion Papers from Graduate School of Economics, Kobe University
Keywords: East Asian stock markets; US financial market stress; gold; generalized impulse response; variance decomposition (search for similar items in EconPapers)
Pages: 25 pages
Date: 2015-02
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