Cargando…
Emerging stock market reactions to shocks during various crisis periods
This study investigates granger causal linkages among six Asian emerging stock markets and the US market over the period 2002–2020, taking into account several crisis periods. The pairwise Granger causality tests for investigating the short-run causality show significant bi- and uni-directional caus...
Autores principales: | , , , |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2022
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9469992/ https://www.ncbi.nlm.nih.gov/pubmed/36099256 http://dx.doi.org/10.1371/journal.pone.0272450 |