Equity market integration of China and Southeast Asian countries: further evidence from MGARCH-ADCC and wavelet coherence analysis
This paper investigates the short-term and long-term dynamics between China and four Southeast Asian countries (Vietnam, Thailand, Singapore and Malaysia) during period 2008–2018. Our empirical research is based on the Generalized Autoregression Conditional Heteroscedasticity-Asymmetric Dynamic Cond...
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| Format: | Article |
| Language: | English |
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AIMS Press
2019-04-01
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| Series: | Quantitative Finance and Economics |
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| Online Access: | https://www.aimspress.com/article/10.3934/QFE.2019.2.201/fulltext.html |