Testing the validation of the financial cooperation agreement among ASEAN+3 stock markets

• Main Authors: Rahman, Md. Saifur, Othman, Anwar Hasan Abdullah, Shahari, Farihana
• Format: Article
• Language: English; English; English
• Published: Emerald Group Publishing Ltd. 2017
• Subjects: HG4501 Stocks, investment, speculation
• Online Access: http://irep.iium.edu.my/58538/1/58538_Testing%20the%20validation%20of%20the%20financial.pdf; http://irep.iium.edu.my/58538/2/58538_Testing%20the%20validation%20of%20the%20financial_SCOPUS.pdf; http://irep.iium.edu.my/58538/3/58538_Testing%20the%20validation%20of%20the%20financial_WOS.pdf; http://irep.iium.edu.my/58538/; http://www.emeraldinsight.com/doi/full/10.1108/IJoEM-05-2016-0127

Purpose: The purpose of this paper is to investigate the validation of the ASEAN+3 financial cooperation agreement among its members. In particular, it examines the long- and short-run relationships among the stock market indices of eight countries: China (CH), Japan (JP),Korea (KR), Malaysia (MY),...