CAPITAL MARKET INTEGRATION OF ASEAN-5 COUNTRIES : AN EMPIRICAL ANALYSIS
Abstract
Keywords
Full Text:
PDFReferences
• Baele L,. Fernando A, Hordahl, P. Krylova E,. Monnet C. (2004) Measuring financial integration in the Euro area ECB occasional paper series, No. 14.
• Click, R. W., & Plummer, M. G. (2005). Stock Market Integration in ASEAN after the Asian Financial Crisis. Journal of Asian Economics, 16, 5-28.
• Emerging Markets Finance & Trade, 52 (9), 2069–2086.
• Frankel, J. and Rose, A. (1998). The endogeneity of the optimum currency area criteria, The Economic Journal 108, 1009-1025.
• Jakpar, S., Vejayon, V., Johari, A., Myint, K. (2013). An econometric analysis on the co-movement of stock market volatility between China and ASEAN-5. International Journal of Business and Social Science, 4(14), 181–197.
• Jiang, Y & Nie, He & Monginsidi, J. Y, (2017). Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests, Economic Modelling, 64(C), 384-398.
• Karim, B.A., & Karim, Z.A. (2012). Integration of ASEAN-5 Stock Markets: A Revisit. Asian Academy of Management Journal of Accounting and Finance, 8(2), 21-41.
• Lee, G., & Jeong, J. (2016). An Investigation of Global and Regional Integration of ASEAN Economic Community Stock Market: Dynamic Risk Decomposition Approach Emerging Markets Finance & Trade,52(9), 2069–2086.
• Lee, H.S.,(2004) International transmission of stock market movements: A wavelet analysis, Applied Economics Letters, 11 (3),197-201.
• Lim LK (2009) Convergence and interdependence between ASEAN-5 stock markets.
• Markowitz, H. (1952). Portfolio Selection. The Journal of Finance 7(1), 77-91.
• Palac-McMiken, E. D. (1997). An examination of ASEAN stock market: A cointegration approach. ASEAN Economic Bulletin 13(2), 299-311.
• Phuan, S.M., Lim, K.P., Ooi, A. Y., (2009) “Financial Liberalization and Stock Markets Integration for Asean-5 Countriesâ€, International Business Research, 2(1).
• Robiyanto, R. 2017. The analysis of capital market integration in ASEAN Region by using the OGARCH Approach. Jurnal Keuangan Dan Perbankan, 21(2), 169-175.
• Sharma, S.C. and Chua, S.Y. (2000). ASEAN: Economic Integration and Intra Regional Trade. Applied Economics Letters, 7, 165-169.
• Robiyanto, R. 2017. The analysis of capital market integration in ASEAN Region by using the OGARCH Approach. Jurnal Keuangan Dan Perbankan, 21(2), 169-175.
• Sharma, S.C. and Chua, S.Y. (2000). ASEAN: Economic Integration and Intra Regional Trade. Applied Economics Letters, 7, 165-169.
DOI: http://dx.doi.org/10.26487/hebr.v5i2.2796
Refbacks
- There are currently no refbacks.
Copyright (c) 2021 TOM JACOB
This work is licensed under a Creative Commons Attribution 4.0 International License.
______________________________________________________________________
Indexing and Abstracting: