This study attempts to investigate the evolution of dynamic linkages and volatility spillover between the five countries of the Association of Southeast Asian Nations (ASEAN-5) stock markets and China's economic activities. By using the movements and structural breaks of the time-varying...

This study explores the changing direction and degree of financial integration of the emerging economies, People’s Republic of China (PRC) and India, with ASEAN-5 and compares it to the developed economies, the US and Japan, in a time-varying framework. The concordance and rolling...

This study attempts to investigate the evolution of dynamic linkages and volatility spillover between the five countries of the Association of Southeast Asian Nations (ASEAN-5) stock markets and China's economic activities. By using the movements and structural breaks of the time-varying...