Testing stock market contagion properties between large and small stock markets |
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| Authors: | Su EnDer |
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| Affiliation: | 1.Department of Risk Management and Insurance, National Kaohsiung University of Science and Technology, No.2, Jhuoyue Rd., Nansih District, Kaohsiung City, 811, Taiwan, ROC
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| Abstract: | Review of Quantitative Finance and Accounting - The heterogeneity of large and small stock market structures results in different degrees of cross-market contagion. The causality test reveals that... |
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