Tuan, Teng Kee; Hwa, Yen Siew; Yean, Chua Soo - In: Prague Economic Papers 2014 (2014) 4, pp. 435-458
This study analyses the directions and the degree of financial integration of ASEAN-5 with the PRC, India, the U.S. and Japan. A non-parametric approach has been used to study the crosscountry correlations based on Concordance Index (CI) and Rolling Concordance Index (RCI). Monthly stock market...