Cointegration and Causality Analysis On Developed Asian Markets For Risk Management And Portofolio Selection

• المؤلف الرئيسي: Perpustakaan UGM, i-lib
• التنسيق: مقال NonPeerReviewed
• منشور في: [Yogyakarta] : Universitas Gadjah Mada 2008
• الموضوعات: Jurnal i-lib UGM
• الوصول للمادة أونلاين: https://repository.ugm.ac.id/27572/; http://i-lib.ugm.ac.id/jurnal/download.php?dataId=10632

Both practitioners and academics demand a linkage model acrossfinancial markets, particularly among regional capital markets, for both risk management and portfolio selection purposes. Researchers frequently use cointegration and causality analysis in investigating the dependence or co-movement of t...