Financial Market Integration of ASEAN-5 with China and India
Kee Tuan Tenga, Siew Hwa Yenb, Soo Y. Chuac and Hooi Hooi Leanc, aEconomics & Corporate Administration Department, Faculty of Accountancy, Finance & Business, Tunku Abdul Rahman University College, Penang, Malaysia, bEconomic Section, School of Distance Education, Universiti Sains Malaysia, Penang, Malaysia, cEconomics Programme, School of Social Sciences, Universiti Sains Malaysia, Penang, Malaysia, E-mail: tengkt@acd.tarc.edu.my, shyen@usm.my, sychua@usm.my, hooilean@usm.my
Abstract
This study analyzes the evolution of stock market integration of ASEAN-5 with China, India, the US, and Japan based on the DCC-MGARCH approach. It also examines the structural breaks ...
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