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...

Full description

Saved in:
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
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
Tags: Add Tag
No Tags, Be the first to tag this record!
Be the first to leave a comment!
You must be logged in first