Time-Varying Comovement of Stock and Bond Markets and Its Core Drivers in the Pacific Basin Region

Hyunchul Lee; Minkyo Seo

doi:10.21739/ibr.2021.03.25.1.73

Time-Varying Comovement of Stock and Bond Markets and Its Core Drivers in the Pacific Basin Region

INTERNATIONAL BUSINESS REVIEW ◽

10.21739/ibr.2021.03.25.1.73 ◽

2021 ◽

Vol 25 (1) ◽

pp. 73-82

Author(s):

Hyunchul Lee ◽

Minkyo Seo

Keyword(s):

Pacific Basin ◽

Bond Markets ◽

Time Varying ◽

The Pacific ◽

Basin Region

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Resources for the Production of Agricultural Growth in the Pacific Basin Region

Food, Agriculture, and Development in the Pacific Basin ◽

10.4324/9780429035913-11 ◽

2019 ◽

pp. 161-205

Author(s):

M. Ann Judd ◽

Robert E. Evenson

Keyword(s):

Pacific Basin ◽

Agricultural Growth ◽

The Pacific ◽

Basin Region

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Capital Market Integration in the Pacific Basin Region: An Analysis of Real Interest Rate Linkages

IMF Working Papers ◽

10.5089/9781451855432.001 ◽

1995 ◽

Vol 95 (133) ◽

pp. i

Author(s):

Kate Phylaktis ◽

Keyword(s):

Interest Rate ◽

Capital Market ◽

Market Integration ◽

Real Interest Rate ◽

Pacific Basin ◽

Capital Market Integration ◽

The Pacific ◽

Basin Region ◽

Interest Rate Linkages

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Real Interest Rate Linkages in the Pacific Basin Region

SSRN Electronic Journal ◽

10.2139/ssrn.791284 ◽

2005 ◽

Author(s):

Jae H. Kim ◽

Philip Inyeob Ji

Keyword(s):

Interest Rate ◽

Real Interest Rate ◽

Pacific Basin ◽

The Pacific ◽

Basin Region ◽

Interest Rate Linkages

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STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US

SSRN Electronic Journal ◽

10.2139/ssrn.419081 ◽

2003 ◽

Cited By ~ 70

Author(s):

Giorgio Busetti ◽

Matteo Manera

Keyword(s):

Stock Market ◽

Garch Models ◽

Pacific Basin ◽

Market Interactions ◽

The Pacific ◽

Basin Region

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Conference on Financial Issues in the Pacific Basin Region

Journal of the Japanese and International Economies ◽

10.1006/jjie.2002.0496 ◽

2001 ◽

Vol 15 (4) ◽

pp. 558

Author(s):

Takeo Hoshi ◽

Mark M. Spiegel

Keyword(s):

Pacific Basin ◽

The Pacific ◽

Basin Region ◽

Financial Issues

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Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages

Pacific-Basin Finance Journal ◽

10.1016/s0927-538x(97)00011-5 ◽

1997 ◽

Vol 5 (2) ◽

pp. 195-213 ◽

Cited By ~ 36

Author(s):

Kate Phylaktis

Keyword(s):

Interest Rate ◽

Capital Market ◽

Market Integration ◽

Real Interest Rate ◽

Pacific Basin ◽

Capital Market Integration ◽

The Pacific ◽

Basin Region ◽

Interest Rate Linkages

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Capital Market Integration in the Pacific Basin Region: An Analysis of Real Interest Rate Linkages

SSRN Electronic Journal ◽

10.2139/ssrn.883279 ◽

1995 ◽

Author(s):

Kate Phylaktis

Keyword(s):

Interest Rate ◽

Capital Market ◽

Market Integration ◽

Real Interest Rate ◽

Pacific Basin ◽

Capital Market Integration ◽

The Pacific ◽

Basin Region ◽

Interest Rate Linkages

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Capital market integration in the Pacific Basin region: an impulse response analysis

Journal of International Money and Finance ◽

10.1016/s0261-5606(98)00046-1 ◽

1999 ◽

Vol 18 (2) ◽

pp. 267-287 ◽

Cited By ~ 103

Author(s):

Kate Phylaktis

Keyword(s):

Impulse Response ◽

Capital Market ◽

Market Integration ◽

Response Analysis ◽

Pacific Basin ◽

Capital Market Integration ◽

Impulse Response Analysis ◽

The Pacific ◽

Basin Region

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Financial integration in the pacific basin region: RIP by PANIC attack?

Journal of International Money and Finance ◽

10.1016/j.jimonfin.2011.03.002 ◽

2011 ◽

Vol 30 (6) ◽

pp. 1019-1033 ◽

Cited By ~ 4

Author(s):

Somchai Amornthum ◽

Carl S. Bonham

Keyword(s):

Panic Attack ◽

Financial Integration ◽

Pacific Basin ◽

The Pacific ◽

Basin Region

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What drives dynamic comovements of stock markets in the Pacific Basin region?: A quantile regression approach

International Review of Economics & Finance ◽

10.1016/j.iref.2017.05.005 ◽

2017 ◽

Vol 51 ◽

pp. 314-327 ◽

Cited By ~ 7

Author(s):

Hyunchul Lee ◽

Seung Mo Cho

Keyword(s):

Quantile Regression ◽

Stock Markets ◽

Pacific Basin ◽

The Pacific ◽

Regression Approach ◽

Basin Region

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