Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests
This paper aims to study the co-movement and the volatility fluctuation between stock
markets in the Association of Southeast Asian Nations (ASEAN) countries from a new …
markets in the Association of Southeast Asian Nations (ASEAN) countries from a new …
The subprime crisis and Islamic stock markets integration
Time series techniques of cointegration were used over the period spanning from February
15, 2006 to December 31, 2008. In order to explore changes in the stock market integration …
15, 2006 to December 31, 2008. In order to explore changes in the stock market integration …
Dynamic linkages among ASEAN‐5 emerging stock markets
M Shabri Abd. Majid, A Kameel Mydin Meera… - International Journal of …, 2009 - emerald.com
Purpose–The purpose of this paper is to empirically explore market integration among five
selected Association of Southeast Asian Nations (ASEAN) emerging markets (Malaysia …
selected Association of Southeast Asian Nations (ASEAN) emerging markets (Malaysia …
Interdependence of ASEAN-5 stock markets from the US and Japan
M Shabri Abd. Majid… - Global Economic …, 2008 - Taylor & Francis
This study empirically examines market integration among five selected ASEAN (Association
of South-east Asian Nations) emerging markets (ie Malaysia, Thailand, Indonesia, the …
of South-east Asian Nations) emerging markets (ie Malaysia, Thailand, Indonesia, the …
[PDF][PDF] Financial market integration of ASEAN-5 with China
This study aims to estimate the potential portfolio diversification in the financial markets of
Indonesia, Malaysia, Philippines, Singapore and Thailand (ASEAN 5), and of China, in the …
Indonesia, Malaysia, Philippines, Singapore and Thailand (ASEAN 5), and of China, in the …
International linkage of stock prices: The case of Indonesia
MH Ibrahim - Management Research News, 2005 - emerald.com
The paper evaluates the international linkage of Indonesian stock market during pre‐crisis
and post‐crisis periods using time series techniques of cointegration and vector …
and post‐crisis periods using time series techniques of cointegration and vector …
Stock market interlinkages among the BRIC economies
S Aggarwal, A Raja - International Journal of Ethics and Systems, 2019 - emerald.com
Purpose This paper aims to study the co-integration among the stock markets of BRIC
nations of Brazil, Russia, Indian and China to analyze if the series move apart or they move …
nations of Brazil, Russia, Indian and China to analyze if the series move apart or they move …
Dynamic linkages between the greater China economic area stock markets—Mainland China, Hong Kong, and Taiwan
H Cheng, JL Glascock - Review of Quantitative Finance and Accounting, 2005 - Springer
This research examines the linkages among three Greater China Economic Area (GCEA)
stock markets, including Mainland China, Hong Kong, and Taiwan, and two developed …
stock markets, including Mainland China, Hong Kong, and Taiwan, and two developed …
[PDF][PDF] Integration of ASEAN-5 stock markets: A revisit.
This study re-examines the integration among five selected ASEAN emerging stock markets
(Malaysia, Thailand, Indonesia, the Philippines and Singapore) based on Autoregressive …
(Malaysia, Thailand, Indonesia, the Philippines and Singapore) based on Autoregressive …
[图书][B] Financial integration of stock markets among new EU member states and the euro area
I Babetskii, L Komárek, Z Komárková - 2007 - Citeseer
This paper deals with an empirical dimension of financial integration among stock exchange
markets in four new EU Member States (Czech Republic, Hungary, Poland and Slovakia) in …
markets in four new EU Member States (Czech Republic, Hungary, Poland and Slovakia) in …