Linkages among East Asian stock markets, US financial market stress, and gold: A structural VAR approach

Takashi Miyazaki and Shigeyuki Hamori
Additional contact information
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
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:koe:wpaper:1506

Access Statistics for this paper

More papers in Discussion Papers from Graduate School of Economics, Kobe University Contact information at EDIRC.
Bibliographic data for series maintained by Kimiaki Shirahama (admin@econ.kobe-u.ac.jp this e-mail address is bad, please contact repec@repec.org).