December 2013
Intermediate to advanced
928 pages
28h 50m
English
book
Emerging Markets and the Global Economy
by Mohammed Hedi Arouri, Sabri Boubaker, Duc Khuong Nguyen
Content preview from Emerging Markets and the Global Economy
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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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