Korean J Financ Stud Search

CLOSE


Korean Journal of Financial Studies 2005;34(1):95-128.
Published online February 28, 2005.
Cross-country Study on Relationship Change between Stock Market and Bond Market
Byoung Ky Chang
주식시장과 채권시장간의 관계변화에 관한 국가간 비교분석
장병기
Key Words: 구조변화,오차수정모형,주가,Error Correction Model,Gregory-Hansen 공적분,Gregory-Hansen Cointegration,Hsiao 인과관계,Hsiao`s Causality Test,Stock Price,Structural Break


ABOUT
BROWSE ARTICLES
EDITORIAL POLICY
FOR CONTRIBUTORS
Editorial Office
6F, Korea Financial Investment Association Building
143, Uisadangdaero, Yeongdeungpo-gu, Seoul 07332, Korea
Tel: +82-2-783-2615    Fax: +82-2-783-6539    E-mail: office@e-kjfs.org                

Copyright © 2025 by Korean Securities Association.

Developed in M2PI

Close layer
prev next