The Relationship between Asia Pacific Markets during the Financial Crisis: VAR-Granger Causality Analysis

The Relationship between Asia Pacific Markets during the Financial Crisis: VAR-Granger Causality Analysis

Introduction/Main Objectives: This study investigates the relationships between equity markets during the Asian financial crisis and the subprime mortgage crisis in Asia-Pacific. Background Problems: The advantages of market integration are under scrutiny in the midst of global financial crises, wh...

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Bibliographic Details
Main Authors: Hayun Kusumah, Marwan Asri, Kusdhianto Setiawan, Bowo Setiyono
Format: Article
Language:English
Published: Universitas Gadjah Mada 2022-05-01
Series:Journal of Indonesian Economy and Business
Subjects:
global financial crisis
market integration
vector autoregression
Online Access:https://journal.ugm.ac.id/v3/jieb/article/view/1474

Internet

https://journal.ugm.ac.id/v3/jieb/article/view/1474

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