The authors wish to thank Paul De Grauwe, Les Oxley, participants of the GIEER conference, and the anonymous referees for their invaluable comments, which have substantially improved the study. The first author wishes to acknowledge the research support provided by the Accounting and Finance Association of Australia and New Zealand Grant 2010/2011 and the Start-up (#R62850) and General College Research (#R62888-CGF9) Grants provided by ANU College of Business and Economics. The usual disclaimer applies.
Dynamic Linkages among Financial Markets in the Greater China Region: A Multivariate Asymmetric Approach
Version of Record online: 8 APR 2012
© 2012 Blackwell Publishing Ltd
The World Economy
Special Issue: MONETARY INTEGRATION AND EXCHANGE RATE REGIMES IN EAST ASIA
Volume 35, Issue 4, pages 500–523, April 2012
How to Cite
Ho, K.-Y. and Zhang, Z. (2012), Dynamic Linkages among Financial Markets in the Greater China Region: A Multivariate Asymmetric Approach. World Economy, 35: 500–523. doi: 10.1111/j.1467-9701.2012.01448.x
- Issue online: 8 APR 2012
- Version of Record online: 8 APR 2012
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