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  • Comovements in Asia-Pacific equity markets: Developing patterns in APEC

    Author(s)
    Higgs, Helen
    C. Worthington, Andrew
    Griffith University Author(s)
    Higgs, Helen
    Year published
    2004
    Metadata
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    Abstract
    This paper examines the short-run and long-run price linkages among Asia-Pacific Economic Cooperation (APEC) equity markets over the period 1995 to 2000. The results indicate that there is a stationary long-run relationship and significant short-run causal linkages among the APEC equity markets. Australasian, Northern Asian and South American markets are relatively more influenced by domestic market conditions; North American markets relatively more by regional factors; and Southern Asian markets more strongly influenced by markets outside either their own or geographical close domestic markets.This paper examines the short-run and long-run price linkages among Asia-Pacific Economic Cooperation (APEC) equity markets over the period 1995 to 2000. The results indicate that there is a stationary long-run relationship and significant short-run causal linkages among the APEC equity markets. Australasian, Northern Asian and South American markets are relatively more influenced by domestic market conditions; North American markets relatively more by regional factors; and Southern Asian markets more strongly influenced by markets outside either their own or geographical close domestic markets.
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    Journal Title
    Asia Pacific Journal of Economics and Business
    Volume
    8
    Issue
    1
    Publisher URI
    https://www.curtin.edu.au/
    Subject
    Economics
    Commerce, Management, Tourism and Services
    Publication URI
    http://hdl.handle.net/10072/27613
    Collection
    • Journal articles

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