Stock market integration and the ASEAN Trading Link an empirical study

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Stock market integration and the ASEAN Trading Link an empirical study

An analysis of the extent of stock market integration of the participants of the ASEAN Trading Link (ATL) through an empirical study of the stock markets of Singapore, Thailand & Malaysia. Examines which of the stock market participants of the ATL became more closely integrated before, during a...

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Bibliographic Details
Main Author:	Sulong, Rizal Lynam Matjeraie
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2019
Subjects:	ASEAN Trading Link; stationarity; cointegration; engle & granger methodology; granger causality; johansen cointegration
Online Access:	https://eprints.nottingham.ac.uk/55801/

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