79
Views
2
CrossRef citations to date
0
Altmetric
Original Articles

International equity diversification between Japan and its major trading partners

, &
Pages 1433-1437 | Published online: 07 Oct 2009

References

  • Balke , N. S. and Fomby , T. B. 1997 . Threshold cointegration . International Economic Review , 38 : 627 – 45 .
  • Barkoulas , J. and Travlos , N. 1998 . Chaos in an emerging capital market? The case of the Athens stock exchanger . Applied Financial Economics , 8 : 231 – 43 .
  • Bierens , H. J. 1997 . Nonparametric cointegration analysis . Journal of Econometrics , 77 : 379 – 404 .
  • Bracker , K. , Docking , D. S. and Koch , P. D. 1999 . Economic determinants of evolution in international stock market integration . Journal of Empirical Finance , 6 : 1 – 27 .
  • Chang , T. and Caudill , S. B. 2006 . A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market . International Review of Financial Analysis , 15 : 57 – 67 .
  • Chowdhury , A. R. 1994 . Stock market interdependencies: evidence from the Asian NIEs . Journal of Macroeconomics , 16 : 629 – 51 .
  • Johansen , S. and Juselius , K. 1990 . Maximum likelihood estimation and inference on cointegration – with applications to the demand for money . Oxford Bulletin of Economics and Statistics , 52 : 169 – 210 .
  • Kanas , A. 1999 . A note on the long-run benefits from international equity diversification for a UK investor diversifying in the US equity market . Applied Economics Letters , 6 : 47 – 53 .
  • Kapetanios , G. , Shin , Y. and Snell , A. 2003 . Testing for a unit root in the nonlinear STAR framework . Journal of Econometrics , 112 : 359 – 79 .
  • Leong , S. C. and Flemingham , B. 2003 . The interdependence of share markets in the developed economies of East Asia . Pacific-Basin Finance Journal , 11 : 219 – 37 .
  • Masih , A. and Masih , R. 1997 . A comparative analysis of the propagation of the market fluctuations in alternative models of dynamic causal linkages . Applied Financial Economics , 7 : 59 – 74 .
  • Taylor , M. P. and Tonks , I. 1989 . The internationalisation of stock markets and the abolition of UK exchange control . Review of Economics and Statistics , 71 : 332 – 6 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.