Dynamic linkages between the China and ASEAN stock markets: Asian financial crisis and the 2007 subprime crisis

• Main Author: Abdul Manap, Turkhan Ali
• Format: Conference or Workshop Item
• Language: English
• Published: 2011
• Subjects: H Social Sciences (General); HB221 Price; HB71 Economics as a science; HG Finance
• Online Access: http://irep.iium.edu.my/8521/1/Dynamic_Linkages_between_the_China_and_ASEAN_Stock_Markets_for_IREP.pdf; http://irep.iium.edu.my/8521/; http://www.ces-aus.org/2012/11/10/the-23rd-annual-cesa-conference-on-chinas-growth-and-the-world-economy/

Understanding the transmission mechanism among the stock markets is important and of great interests both for market investors and market regulators. This paper takes alternative way to investigate the relationship between the China and the ASEAN stock markets during the Asian financial crisis and t...