Common stochastic trends in pacific rim stock markets

Keyphrases

• Stock Market 100%
• Stock Prices 100%
• Pacific Rim 100%
• Common Stochastic Trends 100%
• Japan 50%
• Shock 50%
• Singapore 50%
• Taiwan 50%
• Hong Kong 50%
• South Korea 50%
• Estimation Method 50%
• Disequilibrium 50%
• Maximum Likelihood Estimation 50%
• Speed of Adjustment 50%
• Common Trends 50%
• US Market 50%
• Unit Root 50%
• Common Stock 50%
• Price Variables 50%
• Impulse Response Analysis 50%
• East Asian Countries 50%
• Taiwan Stock Market 50%
• Cointegration Relationship 50%

Earth and Planetary Sciences

• United States of America 100%
• Pacific Rim 100%
• Stock Market 100%
• Taiwan 100%
• Japan 50%
• Hong Kong 50%
• Response Analysis 50%
• Singapore 50%
• South Korea 50%

Economics, Econometrics and Finance

• Stock Price 100%
• Unit Root 50%