Cross-Market Causal Linkages of ASEAN-5
This study seeks to understand the nature of international stock markets and the extent to which the ASEAN-5 markets causally relate with each other before and after the 1997-98 turmoil. The data series of the Composite Index (CI) in logarithm form and the volatility series of GARCH were adopted for...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
IUP Publications
2009
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| Subjects: | |
| Online Access: | http://ir.unimas.my/7294/ http://ir.unimas.my/7294/ http://ir.unimas.my/7294/1/Cross-Market%20Causal%20Linkages%20of%20ASEAN-5%20%2810%25%29.pdf |