Abdul Karim, Bakri; Majid, Abdul; Shabri, M.; Karim, Abdul - Volkswirtschaftliche Fakultät, … - 2009
This study examines stock market integration among the emerging stock market of Indonesia and its major trading partners (Japan, the US, Singapore and China). We employ the newly proposed autoregressive distributed lag (ARDL) approach to cointegration and recent weekly stock market data spanning...