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This paper examines stock market integration between the ASEAN five and the US and China, respectively, over the period … exhibit long memory. There is cointegration between the ASEAN five and the US but almost none between the former and China … Chinese stock market plunge weakened the linkages between the ASEAN five and both China and the US. The implications of these …
Persistent link: https://www.econbiz.de/10011982404
Persistent link: https://www.econbiz.de/10011996351
This paper examines stock market integration between the ASEAN five and the US and China, respectively, over the period … exhibit long memory. There is cointegration between the ASEAN five and the US but almost none between the former and China … Chinese stock market plunge weakened the linkages between the ASEAN five and both China and the US. The implications of these …
Persistent link: https://www.econbiz.de/10012891049
Persistent link: https://www.econbiz.de/10013167095
ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional … results suggest that the ASEAN currencies are much more interlinked than previously thought, whether or not breaks are taken …
Persistent link: https://www.econbiz.de/10011497170
ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional … results suggest that the ASEAN currencies are much more interlinked than previously thought, whether or not breaks are taken …
Persistent link: https://www.econbiz.de/10011502929
Persistent link: https://www.econbiz.de/10011524350
Persistent link: https://www.econbiz.de/10011983039
Persistent link: https://www.econbiz.de/10011536781
ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional … results suggest that the ASEAN currencies are much more interlinked than previously thought, whether or not breaks are taken …
Persistent link: https://www.econbiz.de/10012987031