Chapter 35

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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