Comovements in Asia-Pacific equity markets: Developing patterns in APEC

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Title Comovements in Asia-Pacific equity markets: Developing patterns in APEC
Author Higgs, Helen; Worthington, Andrew Charles
Journal Name Asia Pacific Journal of Economics and Business
Editor Ian Kerr
Year Published 2004
Place of publication Australia
Publisher Curtin University of Technology
Abstract This paper examines the short-run and long-run price linkages among Asia-Pacific Economic Cooperation (APEC) equity markets over the period 1995 to 2000. The results indicate that there is a stationary long-run relationship and significant short-run causal linkages among the APEC equity markets. Australasian, Northern Asian and South American markets are relatively more influenced by domestic market conditions; North American markets relatively more by regional factors; and Southern Asian markets more strongly influenced by markets outside either their own or geographical close domestic markets.
Peer Reviewed Yes
Published Yes
Publisher URI http://www.business.curtin.edu.au/business/research/journals-published-by-cbs/asia-pacific-journal-of-economics-and-business/previous-issues
Volume 8
Issue Number 1
Edition 2004
Page from 78
Page to 92
ISSN 1326-8481
Date Accessioned 2006-07-11
Date Available 2013-02-07T04:49:01Z
Language en_US
Research Centre Griffith Asia Institute
Faculty Griffith Business School
Subject PRE2009-Econometric and Statistical Methods
URI http://hdl.handle.net/10072/27613
Publication Type Journal Articles (Refereed Article)
Publication Type Code c1x

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