This paper examines stock market integration between the ASEAN five and the US and China, respectively, over the period … analysis is carried out for the weekly series to study the impact of the 2007-8 global financial crisis and the 2015 China … exhibit long memory. There is cointegration between the ASEAN five and the US but almost none between the former and China …

This paper examines the impacts of U.S.-China trade tensions via the lens of East Asian stock markets. Studying 10 …

This paper measures the extent of comovements in stock returns between Korea and three major countries (China, Japan …, the comovement in stock returns between Korea and China became larger after the crisis. After an additional analysis, we …

This paper measures the extent of comovements in stock returns between Korea and three major countries (China, Japan …, the comovement in stock returns between Korea and China became larger after the crisis. After an additional analysis, we …

the question of whether there occurs synchronization of stock markets between China and the BRI economies. Following this … diversification. Our results show that there is plenty of supporting evidence that the stock markets of China and the BRI economies … bilateral trade is an important determinant for explaining stock market integration between China and the BRI countries. Based …