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    Dynamic linkages of Asian stock markets by Baharumshah, Ahmad Zubaidi, Sarmidi, Tamat, Tan, Hui Boon

    Published 2003
    “…This study examines the dynamic interrelationship among the major stock markets and in the four Asian markets (Malaysia, Thailand, Taiwan and South Korea), both in the short run and in the long run. To investigate the impact of financial reforms and the Asian financial crisis on these markets, we split the sample into three sub-periods: pre-liberalization (1988-91), post-liberalization (1992-96) and post-crisis (1997-99) periods. …”
    Article
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