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Frankel, Jeffrey A., author

San Francisco : Center for Pacific Basin Monetary and Economic Studies Economic Research Department Federal Reserve Bank of San Francisco , 1995

343.074 6 FRA n

Buku Teks  Universitas Indonesia Library

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ABSTRAK
Structural change in the volatility of five Asian and U.S. stock markets is examined during the post-liberalization period (1990-2005) of Asian financial markets using the Sup-LM test. Four Asian financial markets (Korea, Japan, Hong Kong, and Singapore) experienced structural changes. However, test results do not support the structural changes...

Seoul: Hanyang Economic Research Institute , {s.a}

330 JER

Majalah, Jurnal, Buletin  Universitas Indonesia Library

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