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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| Main Authors: | , |
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| Format: | Article |
| Language: | English English |
| Published: |
Universiti Kebangsaan Malaysia
2024
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| Subjects: | |
| Online Access: | https://eprints.ums.edu.my/id/eprint/42107/1/ABSTRACT.pdf https://eprints.ums.edu.my/id/eprint/42107/2/FULL%20TEXT.pdf https://eprints.ums.edu.my/id/eprint/42107/ http://dx.doi.org/10.17576/JEM-2024-5801-10 |
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