동아시아 주식시장의 통합과 상호의존성 분석 = Integration and Interdependence of East Asian Stock Markets after the Asian Financial Crisis

참고문헌 (Reference)

1 "주가동조현상에 관한 연구" 20 (20): 181-200, 2003

2 "외환위기 이후 국내외금융시장의 상호연관성분석" 11 (11): 159-183, 2006

3 "아시아-태평양지역국가들의 상호의존성" 20 (20): 151-180, 2003

4 "미국 주가변동에 대한 아시아 신흥시장의 주가반응에 관한 실증적 연구" 19 (19): 135-157, 2002

5 "Who Moves the Asia-Pacific Stock Markets-US or Japan? Empirical Evidence Based on the Theory of Cointegration" 34 (34): 159-169, 1999

6 "The Variation of Certain Speculative Prices Journal of Business" 394-419, 1963

7 "The Relationship between Developed Equity Markets and the Pacific Basin’s Emerging Equity Markets" 9 (9): 299-322, 2000

8 "The Financial Integration of China New Evidence on Temporally Aggregated Data for the A-share Market" 18 (18): 354-371, 2007

9 "The Asian Financial Crisis and the Co-Movement of Asian Stock Markets" 13 (13): 94-104, 2002

10 "Stock Market Integration in ASEAN after the Asian Financial Crisis" 16 (16): 5-28, 2005

11 "Spillovers of Stock Return Volatility to Asian Equity Markets from Japan and the US" 13 (13): 383-399, 2003

12 "Prospects for Regional Financial and Monetary Integration in East Asia" KIEP 2006

13 "Permanent and Transitory Driving Forces in the Asian-Pacific Stock Markets" 37 (37): 35-52, 2002

14 "Integrating the Finances of East Asia" 83-95, 2002

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16 "Financial Market Integration in East Asia Regional or Global?" 5 (5): 73-91, 2006

17 "Financial Integration in East Asia" Cambridge University Press 1999

18 "Financial Integration and Consumption Risk Sharing in East Asia" KIEP 2003

19 "Correlations in Price Changes and Volatility across International Stock Markets Review of Financial Studies" 281-307, 1990

20 "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation" eco (eco): 987-1007, 1982