êµì ë¹êµë¥¼ íµí íâ¤ë¯¸ 주ììì¥ ëì¡°íì íê° - íêµê¸ìµì°êµ¬ì
êµì ë¹êµë¥¼ íµí íâ¤ë¯¸ 주ììì¥ ëì¡°íì íê° - íêµê¸ìµì°êµ¬ì
êµì ë¹êµë¥¼ íµí íâ¤ë¯¸ 주ììì¥ ëì¡°íì íê° - íêµê¸ìµì°êµ¬ì
- No tags were found...
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
90 金 融 硏 究 21권 1호, “Cointegration in Partial Systems and the Efficiency of Single‐equationAnalysis,” Journal of Econometrics 52, 1992, pp.389‐402.Karolyi, G. and Stultz, R., “Why Do Market Move Together?: An Investigation of US‐Japan Stock Return Comovements,” Journal of Finance, 51, 1996, pp.951‐986.Koutmos, G. and Booth, G.G., “Asymmetric Volatility Transmission in International StockMarkets,” Journal of International Money and Finance, 14, 1995, pp.747‐762.Lin, W.L., Engle, R. and Ito, T., “Do Bulls and Bears Move across Borders?: InternationalTransmission of Stock Returns and Volatility,” Review of FinancialStudies, 7(3), 1994, pp.507‐538.Nelson, D.B., “Conditional Heteroschedasticity in Asset Returns: A New Approach,”Econometrica 59, 1991, pp.347‐370.Pizzi, M.A., Economopoulos, A.J. and O’Neill, H.M., “An Examination of the Relationshipbetween Stock Index Cash and Futures Markets: A Co‐integration Approach,”Journal of Futures Markets 19, 1998.Tse, Y.K, “A Test for Constant Correlation in a Multivariate GARCH model,” Journalof Econometrics, 98(1), 2000, pp.107‐127.