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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第一著者: Ibrahim, Saifuzzaman
フォーマット: 論文
言語:English
出版事項: Springer 2011
オンライン・アクセス: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/
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spelling 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/
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