Table of contents
Research on the transmission mechanism between the money market interest rates and the capital market interest rates
Xiu Zhang, Shoudong Chen, Yang LiuThe purpose of this paper is to empirically analyze the transmission mechanism between benchmark interest rate of financial market, money market interest rate and capital market…
Aversion of information ambiguity and momentum effect in China’s stock market
Yuandong XuThe empirical studies have indicated that the information uncertainty is one of the reasons leading to the momentum effect in the stock market. Based on this conclusion, the…
Spillover effect in Asian financial markets: A VAR-structural GARCH analysis
Yu Wang, Lei LiuThe purpose of this paper is to provide a method for computing the spillover index first proposed by Diebold and Yilmaz (2009), with empirical application on Asian stock markets…
Trade characteristics of foreign direct investment inflows in China: Empirical evidences from China
Xinzhong Li, Seung-Rok ParkThe purpose of this paper is to indicate trade characteristics of Foreign direct investment (FDI) inflows in China and examine the dynamic interaction between FDI inflows and…
Econometric analysis of financial cointegration of least developed countries (LDCs) of Asia and the Pacific
Vipul Kumar Singh, Faisal AhmedThe purpose of this paper is to econometrically investigate the level of financial co-integration of the least developed countries (LDCs) of Asia and Pacific region. In addition…
ISSN:
2044-1398Online date, start – end:
2011Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditors:
- Professor Chongfeng Wu
- Professor Haitao Li