The Asean Stock Market Integration: The Effect of the 2007 Financial Crisis on the Asean Stock Indices’ Movements
This study attempts to examine the existence of cointegration relationship and the short run dynamic interaction among the five ASEAN stock market indices in the period of before and during the 2007 financial crisis. The multivariate time series analysis frameworks are employed to the series in both...
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| Format: | Article |
| Language: | Indonesian |
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Petra Christian University
2009-01-01
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| Series: | Jurnal Akuntansi dan Keuangan |
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| Online Access: | http://puslit2.petra.ac.id/ejournal/index.php/aku/article/view/17861 |