Dasar liberalisasi dan hubung kait dinamik antara pasaran saham di negara-negara Asia kian muncul
This paper analyses the short and long run dynamic interrelationship among four emerging equity markets (Korea, Taiwan, Malaysia and Thailand) and two Asian major equity markets (Japan and Hong Kong). The empirical investigation is conducted in two diferent periods from 1988 to 1991 (preliberalisati...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Universiti Utara Malaysia
2002
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| Online Access: | https://repo.uum.edu.my/id/eprint/370/1/Tamat_Sarmidi.pdf |
| _version_ | 1825739671592763392 |
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| author | Sarmidi, Tamat Baharumshah, Ahmad Zubaidi Md Nasir, Anuar |
| author_facet | Sarmidi, Tamat Baharumshah, Ahmad Zubaidi Md Nasir, Anuar |
| author_sort | Sarmidi, Tamat |
| collection | UUM |
| description | This paper analyses the short and long run dynamic interrelationship among four emerging equity markets (Korea, Taiwan, Malaysia and Thailand) and two Asian major equity markets (Japan and Hong Kong). The empirical investigation is conducted in two diferent periods from 1988 to 1991 (preliberalisation) and 1992 to 1997 (post-liberalisation) to investigate the impact of financial reforms and the opening up of the Asian markets. The empirical evidence shows that financial reforms have an impact on the cointegrating relationships between the Asian markets are closely linked with Japan, Hong Kong and among themselves over the post-liberalisation era. |
| first_indexed | 2024-07-04T05:13:14Z |
| format | Article |
| id | uum-370 |
| institution | Universiti Utara Malaysia |
| language | English |
| last_indexed | 2024-07-04T05:13:14Z |
| publishDate | 2002 |
| publisher | Universiti Utara Malaysia |
| record_format | eprints |
| spelling | uum-3702010-08-24T07:55:32Z https://repo.uum.edu.my/id/eprint/370/ Dasar liberalisasi dan hubung kait dinamik antara pasaran saham di negara-negara Asia kian muncul Sarmidi, Tamat Baharumshah, Ahmad Zubaidi Md Nasir, Anuar HG Finance This paper analyses the short and long run dynamic interrelationship among four emerging equity markets (Korea, Taiwan, Malaysia and Thailand) and two Asian major equity markets (Japan and Hong Kong). The empirical investigation is conducted in two diferent periods from 1988 to 1991 (preliberalisation) and 1992 to 1997 (post-liberalisation) to investigate the impact of financial reforms and the opening up of the Asian markets. The empirical evidence shows that financial reforms have an impact on the cointegrating relationships between the Asian markets are closely linked with Japan, Hong Kong and among themselves over the post-liberalisation era. Universiti Utara Malaysia 2002 Article PeerReviewed application/pdf en https://repo.uum.edu.my/id/eprint/370/1/Tamat_Sarmidi.pdf Sarmidi, Tamat and Baharumshah, Ahmad Zubaidi and Md Nasir, Anuar (2002) Dasar liberalisasi dan hubung kait dinamik antara pasaran saham di negara-negara Asia kian muncul. Analisis, 9 (1&2). pp. 101-133. ISSN 0127-8983 http://ijms.uum.edu.my |
| spellingShingle | HG Finance Sarmidi, Tamat Baharumshah, Ahmad Zubaidi Md Nasir, Anuar Dasar liberalisasi dan hubung kait dinamik antara pasaran saham di negara-negara Asia kian muncul |
| title | Dasar liberalisasi dan hubung kait dinamik antara pasaran saham di negara-negara Asia kian muncul |
| title_full | Dasar liberalisasi dan hubung kait dinamik antara pasaran saham di negara-negara Asia kian muncul |
| title_fullStr | Dasar liberalisasi dan hubung kait dinamik antara pasaran saham di negara-negara Asia kian muncul |
| title_full_unstemmed | Dasar liberalisasi dan hubung kait dinamik antara pasaran saham di negara-negara Asia kian muncul |
| title_short | Dasar liberalisasi dan hubung kait dinamik antara pasaran saham di negara-negara Asia kian muncul |
| title_sort | dasar liberalisasi dan hubung kait dinamik antara pasaran saham di negara negara asia kian muncul |
| topic | HG Finance |
| url | https://repo.uum.edu.my/id/eprint/370/1/Tamat_Sarmidi.pdf |
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