Stock market integration and its implications for international trade, exchange rates and interest rates in ASEAN-5 countries

QR Code

Stock market integration and its implications for international trade, exchange rates and interest rates in ASEAN-5 countries

This research investigates the linear and asymmetric cointegration among the stock markets of ASEAN-5 (Association of Southeast Asian Nations, the five original member countries namely Malaysia, Indonesia, Singapore, the Philippines, and Thailand) and those of Europe, Japan, and the United States. D...

Full description

Bibliographic Details
Main Author:	Saeedi, Mitra
Format:	Thesis
Language:	English
Published:	2014
Subjects:	Stock exchanges - Southeast Asia Foreign exchange rates - Southeast Asia International trade - Southeast Asia
Online Access:	http://psasir.upm.edu.my/id/eprint/39705/ http://psasir.upm.edu.my/id/eprint/39705/1/FEP%202014%204%20IR.pdf

Similar Items

Relative forecasting performance of stock return for real activity in emerging markets of ASEAN countries
by: Lim, Yin Ping
Published: (2012)

Equilibrium exchange rate models and exchange rate misalignment in ASEAN countries, China, Japan and Korea
by: Johari, Mohamad Shukri
Published: (2018)

Yen Synchronization and Maastricht Convergence among the ASEAN-5, Japan and Korea
by: Wong, Kelly Kai Seng
Published: (2010)

Stock prices and long-run demand for money in three selected ASEAN countries Indonesia, Malaysia, and Thailand
by: Tan, Chin Sin
Published: (2003)

Stock prices and long-run demand for money in three selected ASEAN countries : Indonesia, Malaysia, and Thailand
by: Tan, Chin Sin
Published: (2003)

Trading systems, foreign direct investment and economic growth: Evidence from Asean countries
by: Onwuka, Kevin Odulukwe, et al.
Published: (2006)

Impact of ASEAN Free Trade Area and ASEAN Economic Community on Intra-ASEAN Trade
by: Wong, Colin Koh King
Published: (2010)

Determinants of foreign direct investment modes and their impact on export performance and economic growth in ASEAN countries
by: Moghadam, Alireza Tavakol
Published: (2020)

Determinant of trade costs and their impact on trade flows in ASEAN-5
by: Ramli, Mohd. Khairul Rafiz
Published: (2013)

Infrastructure, trade and growth in selected ASEAN countries
by: Mohd Mahyideen, Jamilah
Published: (2015)

The effect of ASEAN economic integration on foreign direct investment.
by: Ismail, Normaz Wana, et al.
Published: (2009)

Economic growth and the role of policy for selected ASEAN countries Malaysia, Singapore and Thailand
by: Tan, Choon Keat
Published: (2003)

Effect of exchange rate changes on trade balance and domestic production in Malaysia
by: Kamaluddin, Farween
Published: (2020)

The impact of exchange rate volatility on economic growth : a dynamic panel data analysis of Asian countries
by: Kong, Yin Hou
Published: (2004)

Impact of financial flows on human development and income inequality in Asean countries
by: Abu Hassan, Siti Nurathirah
Published: (2021)

Rice productivity growth and instability in selected Southeast Asian countries
by: Sawaneh, Mamma
Published: (2013)

Bank efficiency and productivity in selected ASEAN banking sectors
by: Sufian, Fadzlan
Published: (2011)

Effects of Corruption on Poverty and Economic Growth
by: Negin, Vahideh
Published: (2010)

Testing twin deficits hypothesis using VARs and Variance decomposition
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2006)

Exchange Rate Volatility And Macroeconomic Fundamentals In Four ASEAN Countries
by: Chong, Lee Lee
Published: (2006)

A study on resolving conflict resolution in Southeast Asia country / Marina Hashim and Nur Fazlin Aripin
by: Hashim, Marina, et al.
Published: (2013)

Determinants of the real exchange rate, misalignment and trade balance in Turkey
by: Erdal, Fuat
Published: (1998)

Determinants of exchange rate fluctuation in Malaysia / Syed Mohamad Akif Syed Sheikh
by: Syed Sheikh, Syed Mohamad Akif
Published: (2018)

The Ricardian equivalence hypothesis in ASEAN-3 countries
by: Abd Rahman, Muhammad Daaniyall
Published: (2012)

Jalinan Ekonomi ASEAN semakin mantap
Published: (2008)

Factors influencing exchange rate for selecting Asian countries / Nur Nadzirah Rosli
by: Rosli, Nur Nadzirah
Published: (2020)

Determinants of exchange rate in Malaysia / Fakhira Abdul Karim
by: Abdul Karim, Fakhira
Published: (2019)

The Impact Of Exchange Rate Misalignment And Volatility On Malaysian Trade Flows
by: Niaz Ahmad, Mohd Naseem
Published: (2007)

Exchange rate dynamics and asset price formation
by: Zarei, Alireza
Published: (2015)

Determinants of exchange rate in Malaysia / Nur Farhanis Syafiqah Muhamad Fazli
by: Muhamad Fazli, Nur Farhanis Syafiqah
Published: (2020)

Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries.
by: Lee, Chin, et al.
Published: (2009)

The Asian financial crisis and global finalcial crisis: evidence from Asean Free Trade Area
by: Ismail, Normaz Wana
Published: (2012)

Role of trade data discrepancy in the exchange rate-trade dilemma
by: Shaar, Karam
Published: (2014)

The long-run impact of bilateral real exchange rate volatility on Malaysia’s bilateral trade balance with its major trading partners / Mazila Md Yusuf
by: Md Yusuf, Mazila
Published: (2008)

The Monetary Approach to Exchange Rate Determination in Five ASEAN Countries
by: Lee, Chin
Published: (2005)

Factors Affecting The Exchange Rate Volatility In Asean Four
by: Ishak, Samsudin
Published: (2008)

The determinant of foreign exchange reserves in Asian countries / Nur Syafiza Roslan
by: Roslan, Nur Syafiza
Published: (2018)

Factors affecting exchange rate in Southeast Asian countries / Nurfara Inani Ismail and Norsikin Abu Othman
by: Ismail, Nurfara Inani, et al.
Published: (2015)

Impact of foreign exchange currencies towards Malaysian stock market (Kuala Lumpur composite index) / Wan Mohd Nursyakirin Wan Mohd Tarmizi
by: Wan Mohd Tarmizi, Wan Mohd Nursyakirin
Published: (2017)

Exchange rate misalignments in ASEAN-5 countries
by: Lee, Chin, et al.
Published: (2004)