search query: @indexterm Causality / total: 38
reference: 16 / 38
| Author: | Pesonen, H. |
| Title: | Assessing causal linkages between the emerging stock markets of Asia and Russia. |
| Journal: | Russian and East European Finance and Trade
1999 : MAR-APR, VOL.35:2, p. 73-82 |
| Index terms: | Stock markets Financial markets Share prices Causality Asia Russia |
| Language: | eng |
| Abstract: | The paper investigates the possibility of a relationship existing between stock prices in Russia and seven Asian economies. The U.S. and U.K. stock markets are also included in the study. The author conducted Granger causality tests in order to reveal the existence of possible short-run lead-lag relationships between these stock markets. |
SCIMA