INVESTIGATING THE RELATIONSHIPS BETWEEN ASEAN STOCK MARKETS: AN APPROACH USING THE GRANGER CAUSALITY TEST OF TIME-VARYING INFORMATION EFFICIENCY
The information efficiency and the relationships between ASEAN stock markets are two of the issues that are of great research interest. However, these two issues were often investigated separately in previous studies. Therefore, this paper combines these two issues in the same analysis. Data on the...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Dalat University
2020-12-01
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| Series: | Tạp chí Khoa học Đại học Đà Lạt |
| Subjects: | |
| Online Access: | http://tckh.dlu.edu.vn/index.php/tckhdhdl/article/view/614 |
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