The progress of financial market integration in East Asia
The study investigates the progress of financial market integration in selected East Asian countries after the 1997 financial crisis. Adopting Johansen (Econometrica 59:1551–1580, 1991) multivariate cointegration on the region’s credit and stock markets, the study finds only partial cointegration in...
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Springer
2011
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my.upm.eprints.228522015-09-23T08:01:41Z http://psasir.upm.edu.my/id/eprint/22852/ The progress of financial market integration in East Asia Ibrahim, Saifuzzaman The study investigates the progress of financial market integration in selected East Asian countries after the 1997 financial crisis. Adopting Johansen (Econometrica 59:1551–1580, 1991) multivariate cointegration on the region’s credit and stock markets, the study finds only partial cointegration in both markets which imply a low level of integration. However, for regional stock markets, the result suggests that the level of integration has been improving after the crisis. Springer 2011 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/22852/1/The%20progress%20of%20financial%20market%20integration%20in%20East%20Asia.pdf Ibrahim, Saifuzzaman (2011) The progress of financial market integration in East Asia. Transition Studies Review, 18 (2). pp. 458-470. ISSN 1614-4007; ESSN: 1614-4015 10.1007/s11300-011-0199-x |
| institution |
Universiti Putra Malaysia |
| building |
UPM Library |
| collection |
Institutional Repository |
| continent |
Asia |
| country |
Malaysia |
| content_provider |
Universiti Putra Malaysia |
| content_source |
UPM Institutional Repository |
| url_provider |
http://psasir.upm.edu.my/ |
| language |
English |
| description |
The study investigates the progress of financial market integration in selected East Asian countries after the 1997 financial crisis. Adopting Johansen (Econometrica 59:1551–1580, 1991) multivariate cointegration on the region’s credit and stock markets, the study finds only partial cointegration in both markets which imply a low level of integration. However, for regional stock markets, the result suggests that the level of integration has been improving after the crisis. |
| format |
Article |
| author |
Ibrahim, Saifuzzaman |
| spellingShingle |
Ibrahim, Saifuzzaman The progress of financial market integration in East Asia |
| author_facet |
Ibrahim, Saifuzzaman |
| author_sort |
Ibrahim, Saifuzzaman |
| title |
The progress of financial market integration in East Asia |
| title_short |
The progress of financial market integration in East Asia |
| title_full |
The progress of financial market integration in East Asia |
| title_fullStr |
The progress of financial market integration in East Asia |
| title_full_unstemmed |
The progress of financial market integration in East Asia |
| title_sort |
progress of financial market integration in east asia |
| publisher |
Springer |
| publishDate |
2011 |
| url |
http://psasir.upm.edu.my/id/eprint/22852/1/The%20progress%20of%20financial%20market%20integration%20in%20East%20Asia.pdf http://psasir.upm.edu.my/id/eprint/22852/ |
| _version_ |
1643827908081352704 |
| score |
13.251813 |