Keywords: Cointegration
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Journal Articles
Journal of Asia Business Studies (2014) 8 (2): 136–145.
Published: 29 April 2014
... relations between share price and dividend. Prior to this, panel unit root tests and panel cointegration tests are carried out to test the unit root properties of the data and test for the existence of long-run cointegrating relationship between the variables, respectively. Findings – The results...
Journal Articles
Journal of Asia Business Studies (2009) 4 (1): 3–12.
Published: 16 October 2009
... Cointegration VECM On the Relationship Between Asian Credit Default Swap and Equity Markets Kam C. Chan Western Kentucky University Hung-Gay Fung University of Missouri-St. Louis Gaiyan Zhang University of Missouri-St. Louis abstract When extended to sovereign issuers, the Merton-type structural model...

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