Australia and the three little dragons: are their equity markets interdependent?

Eduardo Roca and Eliyathamby Selvanathan

Applied Economics Letters, 2001, vol. 8, issue 3, 203-207

Abstract: This paper analyses price linkages between the equity market of Australia and those of Hong Kong, Singapore and Taiwan using cointegration, Granger-causality, variance decomposition and impulse response analyses based on MSCI database covering the period 1975-1995. The results show that the Australian market is not significantly linked with any of these markets.

Date: 2001
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DOI: 10.1080/13504850150504612

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