Hao-Hsiang Yang

National Tsing Hua University

No. 101, Section 2, Guangfu Road, East District

Hsinchu, 300

Taiwan

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Scholarly Papers (1)

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Market Integration, Systemic Risk and Diagnostic Tests in Large Mixed Panels

Number of pages: 50 Posted: 07 Jan 2019
Catholic University of Louvain (UCL)National Tsing Hua University - College of Technology Management, University of Southern California - Department of Economics and National Tsing Hua University
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Abstract:

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autoregressive (AR) approximation, cross sectional dependence, diagnostic tests, CD and Schott tests, market integration and systemic risk