Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2019
This paper examines stock market integration between the ASEAN five and the US and China, respectively, over the period … stock market crash on the pattern of stock market co-movement. The main findings are the following. All stock indices … Chinese stock market plunge weakened the linkages between the ASEAN five and both China and the US. The implications of these …