Indonesian stock market’s dynamic integration with Asian stock markets and world stock markets

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Indonesian stock market’s dynamic integration with Asian stock markets and world stock markets

The study examines the relationship and integration of stock markets by using a DCC-GARCH from the period of January 1999 to September 2015. The period of January 1999 to September 2015 is chosen because in this period there has been a revocation of foreign ownership restrictions on the Indonesia St...

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Bibliographic Details
Main Author:	Robiyanto, Robiyanto
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2018
Online Access:	http://journalarticle.ukm.my/20179/ http://journalarticle.ukm.my/20179/1/15362-88590-1-PB.pdf

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