exhibit long memory. There is cointegration between the ASEAN five and the US but almost none between the former and China …This paper examines stock market integration between the ASEAN five and the US and China, respectively, over the period … monthly) are analysed using fractional integration and fractional cointegration methods. Further, recursive cointegration …

This paper examines the relationship between the logarithms of CO2 emissions and real GDP in China by applying … fractional integration and cointegration methods. The univariate results indicate that the two series are highly persistent …, their orders of integration being around 2, whilst the cointegration tests (using both standard and fractional techniques …

exhibit long memory. There is cointegration between the ASEAN five and the US but almost none between the former and China …This paper examines stock market integration between the ASEAN five and the US and China, respectively, over the period … monthly) are analysed using fractional integration and fractional cointegration methods. Further, recursive cointegration …

Product (GDP) in China by applying fractional integration and cointegration methods. These are more general than the standard … integration being around 2, whilst the cointegration tests (using both standard and fractional techniques) imply that there exists …