The impact of structural breaks on the integration of the ASEAN-5 stock markets
type: Item
instance of: scholarly article
title: The impact of structural breaks on the integration of the ASEAN-5 stock markets
zbMATH Open document ID: 1162.91523
author: J. Martínez
published in: Mathematics and Computers in Simulation
publication date: 2009-06-18T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5566456
zbMATH Keywords: cointegration rank
zbMATH Keywords: structural break
zbMATH Keywords: Asian financial crisis
zbMATH Keywords: stock market
MaRDI profile type: Publication
full work available at URL: j.matcom.2008.12.012
OpenAlex ID: W2166643081
cites work: Tests of cointegrating rank with trend-break
cites work: Statistical analysis of cointegration vectors
cites work: Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
cites work: Cointegration analysis in the presence of structural breaks in the deterministic trend
cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
cites work: Testing for Common Trends
DOI: 10.1016/J.MATCOM.2008.12.012
description: scientific article; zbMATH DE number 5566456