Stock market linkage between China and ASEAN-6 countries: Integration perspective

This paper examines the integration process and time-varying characteristics of major stock markets in China and ASEAN6 countries (Indonesia, Malaysia, the Philippines, Singapore, Thailand and Vietnam). Based on the DCC-GARCH model as related to the daily stock index return data of China and the ASE...

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Bibliografski detalji
Glavni autori: Zhang Jinghua, Mori Kogid
Format: Članak
Jezik:English
English
Izdano: Universiti Kebangsaan Malaysia 2024
Teme:
Online pristup:https://eprints.ums.edu.my/id/eprint/42107/1/ABSTRACT.pdf
https://eprints.ums.edu.my/id/eprint/42107/2/FULL%20TEXT.pdf