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, whi...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Gadjah Mada University
2022
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| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/282724/1/THE%20RELATIONSHIP%20BETWEEN%20ASIA%20PACIFIC%20MARKETS%20DURING%20THE%20FINANCIAL%20CRISIS-%20VAR-GRANGER%20CAUSALITY%20ANALYSIS.pdf |