Stock market linkage between China and ASEAN-6 countries: integration perspective

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Stock market linkage between China and ASEAN-6 countries: integration perspective

This paper examines the integration process and time-varying characteristics of major stock markets in China and ASEAN-6 countries (Indonesia, Malaysia, the Philippines, Singapore, Thailand and Vietnam). Based on the DCC-GARCH model as related to the daily stock index return data of China and the AS...

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Bibliographic Details
Main Authors:	Zhang Jinghua, Mori Kogid
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2024
Online Access:	http://journalarticle.ukm.my/24450/ http://journalarticle.ukm.my/24450/1/jeko_581-10.pdf

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