East Asian financial integration: a cointegration test allowing for structural break and the role of regional institutions
This study investigates the progress of ASEAN+3 financial markets integration after the 1997 Asian financial crisis. Adopting a Gregory and Hansen (1996) cointegration test that takes into account structural break of the series, this study finds no significant improvement in the intraregional financ...
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Main Author: | Ibrahim, Saifuzzaman |
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Format: | Article |
Language: | English |
Published: |
Faculty of Economics and Management, Universiti Putra Malaysia
2009
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Online Access: | http://psasir.upm.edu.my/id/eprint/39458/1/39458.pdf http://psasir.upm.edu.my/id/eprint/39458/ http://econ.upm.edu.my/ijem/vol3_no1.htm |
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