Abu Bakar, Norhidayah; Masih, Abul Mansur M. - Volkswirtschaftliche Fakultät, … - 2014
, Japan, China, and Malaysia. The paper analyzes the cross volatility, comovement, and estimates the Granger causality between …. The volatility and comovements between stock indices are higher and unstable during the financial crises. Furthermore, the … results indicate the existence of inefficient market, spillover effect of financial crisis, strong causality effects and bi …