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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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English English |
| Published: |
Informa plc
2002
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| Online Access: | http://psasir.upm.edu.my/id/eprint/8766/1/Financial%20integration%20and%20the%20ASEAN.pdf http://psasir.upm.edu.my/id/eprint/8766/ http://dx.doi.org/10.1080/00036840210139364 |
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