Cross-Market Causal Linkages of ASEAN-5

QR Code

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...

Full description

Bibliographic Details
Main Authors:	Evan, Lau, Swee-Ling, Oh
Format:	Article
Language:	English
Published:	IUP Publications 2009
Subjects:	HC Economic History and Conditions
Online Access:	http://ir.unimas.my/id/eprint/7294/ http://ir.unimas.my/id/eprint/7294/1/Cross-Market%20Causal%20Linkages%20of%20ASEAN-5%20%2810%25%29.pdf

Similar Items

Volatility co-movement of Asean-5 equity markets
by: Lau, Evan, et al.
Published: (2010)

Energy Growth Causality: A Panel Analysis
by: Evan, Lau, et al.
Published: (2011)

Stock market and economic growth in ASEAN-5 / Siti Muliana Samsi
by: Siti Muliana , Samsi
Published: (2017)

Econometric Analysis of the Causality between Energy Supply and GDP: The Case of Malaysia
by: Lau, Evan, et al.
Published: (2014)

ASEAN-5 countries stock market integration : Pre and post Asian 1997 Financial crisis
by: Huang, David Tiong Ung
Published: (2012)

Exchange rate and trade balance nexus in Asean-5
by: Lau, Evan, et al.
Published: (2008)

Determinants of institutional economics in Asean-5 countries
by: Choo, Foong Yien
Published: (2015)

Hedge funds, exchange rates and causality: evidence from Thailand and Malaysia
by: Evan, Lau, et al.
Published: (2010)

The dynamics of trade variety and economic performance of ASEAN-5
by: Mat Ghani, Gairuzazmi, et al.
Published: (2010)

Spatial Distribution Of Highly Skilled Diaspora Of Asean-5: Determinants And Engagement Strategies
by: Fok, Kuk Fa
Published: (2020)

Contagious Effects Of Oil Prices On Asian Stock Markets’ Behaviour
by: Jok-Tong, Wan, et al.
Published: (2016)

Performance of Public Listed banks in ASEAN
by: Chin, Amy Ee Ling
Published: (2013)

China and ASEAN-5 bilateral trade relationship
by: Siah, Kim Lan, et al.
Published: (2007)

Causality between economic growth and tourist arrivals : The case of Indo-China
by: Yong, Wen Yee
Published: (2012)

Linkages between the Malaysian and other selected stock markets before and after the 1997 financial crisis : evidence from cointegration tests / Foo, Ai Ting
by: Foo, Ai Ting
Published: (2002)

Fiscal Sustainability: An Empirical Investigation in Sarawak
by: Evan, Lau, et al.
Published: (2009)

Narrowing development gaps in ASEAN
by: Alavi, Rokiah, et al.
Published: (2008)

Twin deficits in Cambodia: An empirical study
by: Evan, Lau, et al.
Published: (2009)

Twin deficits in Cambodia: Are there Reasons for Concern? An Empirical Study
by: Evan, Lau, et al.
Published: (2009)

Twin deficits hypothesis in SEACEN countries: a panel data analysis of relationships between public budget and current account deficits
by: Evan, Lau, et al.
Published: (2006)

Oil Price and Economic Growth in Small Pacific Island Countries
by: Evan, Lau, et al.
Published: (2011)

An empirical investigation on sustainability of balancing item in Asian countries
by: Evan, Lau, et al.
Published: (2008)

Determinants of External Debt in Thailand and the Philippines
by: Evan, Lau, et al.
Published: (2016)

Economic growth: does corruption matters? Evidence from 5 Southeast Asia countries
by: Chua, Chung Li, et al.
Published: (2018)

Analysis of International Capital Mobility in ASEAN-5 Countries: Savings-Investment Nexus
by: Yong, Sze Wei, et al.
Published: (2016)

Afta and economic growth: A study of the pioneering asean-5 members / James Paul
by: James, Paul
Published: (2016)

Purchasing power parity in African countries: Evidence from panel suradf test
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2010)

Modelling the demand for inbound medical tourism : The case of Malaysia
by: Tang, Chor Foon, et al.
Published: (2017)

Assessment of Budget Sustainability in Sarawak
by: Lau, Evan, et al.
Published: (2012)

Convergence of income between Asean-5 and China
by: Lee,, Koon Po.
Published: (2006)

Does Debts Foster Economic Growth?: The Experience of Malaysia
by: Lau, Evan, et al.
Published: (2010)

The effect of contagion on stock market development in the Asean 5: A seemingly unrelated regression analysis
by: Mat Yusoff, Mohd Yushairi, et al.
Published: (2018)

Efficiency analysis of china’s outward foreign direct investment in ASEAN countries: an application of stochastic frontier gravity model
by: Pang, Wei Song
Published: (2018)

Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia
by: Venus, Khim-Sen Liew, et al.
Published: (2005)

Suicide and socioeconomic determinants in Canada: beyond morality and philosophy
by: Lau, Evan, et al.
Published: (2017)

K-economy and K-community: Possibility and challenges of self-governance
by: Ei, Sun Oh, et al.
Published: (2004)

The Seasonality of Market Integration : The Case of Indonesia's Stock Markets
by: Shieldvie, Halim, et al.
Published: (2011)

Stock market declines and market fundamentals / Ho Yew Joe
by: Ho, Yew Joe
Published: (2017)

Centralized Reserves Pooling for the Asean-5 to China and India
by: Ahmad Sazali, Zakaria
Published: (2011)

Evidence on real exchange rate – Inflation causality: An application of Toda-Yamamoto dynamic Granger causality test
by: Umar, Mohammed, et al.
Published: (2015)