Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms

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Summary, etc.：: This paper investigates stock market contagion between U.S. and Asian markets. To distinguish between contagion and fundamentals-based stock price com...

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Material Type: 文書・図像類
Title: Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms
Author/Editor: 岩壷, 健太郎
稲垣, 一之
Author Heading: 岩壷, 健太郎イワツボ, ケンタロウ
稲垣, 一之イナガキ, カズユキ
Publication, Distribution, etc.: Institute of Economic Research, Hitotsubashi University
Publication Date: 2006-12
Publication Date (W3CDTF): 2006-12
Contributor: Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University
Text Language Code: eng
Subject Heading: Asian financial crisis
ADRs
EGARCH
Contagion
Target Audience: 一般
Format (IMT): application/pdf
Source: fulltext
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/13498/wp2006-14a.pdf
Access Restrictions: インターネット公開
Related Material (URI): URI
http://cei.ier.hit-u.ac.jp/index.html
Periodical Title: CEI Working Paper Series ; No. 2006-14
Periodical Title (NCID): AA11590659
https://ci.nii.ac.jp/ncid/AA11590659
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources