Open Journal of Social Sciences

Vol.4 No.5(2016), Paper ID 66850, 12 pages

DOI:10.4236/jss.2016.45010

 

Comovement of Stock Markets—An Analysis by Nonlinear Cointegration*

 

Kazumi Asako, Zhentao Liu

 

Faculty of Economics, Rissho University, Tokyo, Japan
Institute for Financial and Accounting Studies, Xiamen University, Xiamen, China

 

Copyright © 2016 Kazumi Asako, Zhentao Liu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Asako, K. and Liu, Z. (2016) Comovement of Stock Markets—An Analysis by Nonlinear Cointegration*. Open Journal of Social Sciences, 4, 64-75. doi: 10.4236/jss.2016.45010.
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