Financial integration and the ASEAN-5 equity markets

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Financial integration and the ASEAN-5 equity markets

The existence of long-run relationships among the ASEAN-5 equity markets is empirically investigated. This study utilized weekly data spanning January 1988 to August 1999. The results of Granger noncausality test due to Toda and Yamamoto (Journal of Econometrics, 66, 225-50, 1995) reveal that the Si...

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Bibliographic Details
Main Authors:	Wan Ngah, Wan Azman Saini, Mohamed, Azali, Habibullah, Muzafar Shah, Matthews, K. G.
Format:	Article
Language:	English English
Published:	Informa plc 2002
Subjects:	Economics Stocks
Online Access:	http://psasir.upm.edu.my/id/eprint/8766/ http://psasir.upm.edu.my/id/eprint/8766/1/Financial%20integration%20and%20the%20ASEAN.pdf

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