Tajaddini, Reza; Ahmad, Zamri; Masron, Tajul Ariffin - In: American Journal of Finance and Accounting 1 (2009) 3, pp. 334-343
This study examines the level of cointegration of ASEAN-5 stock markets and the developed stock market of the USA. It also seeks to find out the effects of crises with a political nature on this cointegration. Five stock indices -- SES, KLCI, STE, PSE and JSX -- and the stock index of the NYSE...
