An Econometric Analysis on the Co-Movement of Stock Market Volatility between China and ASEAN-5

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An Econometric Analysis on the Co-Movement of Stock Market Volatility between China and ASEAN-5

This study aims to examine the co-movement of stock market volatility between China and ASEAN-5 countries from the year 2000 to 2009. This study applies the standard linear GARCH (1, 1) model where these models estimate using monthly price data from year 2000 to 2009 for China, Malaysia, Singapore,...

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Bibliographic Details
Main Authors:	Jakpar, S., Vejayon, V., Johari, Anita, Myint, Khin
Format:	Journal Article
Published:	Centre for Promoting Ideas 2013
Online Access:	http://ijbssnet.com/journals/Vol_4_No_14_November_2013/25.pdf http://hdl.handle.net/20.500.11937/20456

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