Time-varying Integration of Stock Markets from Global and Regional Perspective in Asia-Pacific

Time-varying Integration of Stock Markets from Global and Regional Perspective in Asia-Pacific

This study investigates the time-varying integration of stock markets from a global and regional perspective, the consequences of two major global financial crises, i.e., the Asian Financial Crisis and the subprime mortgage, and the Crisis triggered by COVID-19. We contribute to the growing amount o...

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Bibliographic Details
Main Authors: Hayun Kusumah, Marwan Asri, Kusdhianto Setiawan, Bowo Setiyono
Format: Article
Language:English
Published: Universitas Merdeka Malang 2021-08-01
Series:Jurnal Keuangan dan Perbankan
Subjects:
capital asset pricing model
covid-19
global financial crisis
market integration
Online Access:https://jurnal.unmer.ac.id/index.php/jkdp/article/view/5822

Internet

https://jurnal.unmer.ac.id/index.php/jkdp/article/view/5822

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