exchange rates for six ASEAN countries for the 1998-2019 period. The unobserved component method is used to remove the …

We examine the purchasing power parity (PPP) hypothesis of 10 members of ASEAN. A battery of panel unit root tests is …), Japanese yen (JPY), US dollar (USD), and the euro (EUR). First, following the outcome of the present study for ASEAN countries … conclusively that the PPP supposition is predominantly valid between the currencies of ASEAN countries and EUR rates. The sample of …

We used panel data analysis to evaluate the relative purchasing power parity (PPP) hypothesis of the ten ASEAN member … Appl Econ 22:265-312, 2007). For panel cointegration analysis, we employed the four error-correction-based Westerlund (Oxf … Bull Econ Stat 69:709-748, 2007) panel cointegration tests. The Westerlund (Oxf Bull Econ Stat 69:709-748, 2007) tests are …

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 …