Stocks Market Interdependence and Asian Financial Crisis: Empirical Evidence from Asean-Plus-Three

This paper examines the impact of Asian financial crisis on stock market interdependence for the period of 16 years from January 1991 to December 2006 of ASEAN-plus-three stock markets. The preliminary results show that there is differential in risk-return behavior for pre-, during and post-crisi...

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Bibliographic Details
Main Authors: Ruzita Abdul Rahim, Ros Zamzam Sapian, Abu Hassan Shaari Mohd Nor
Format: Article
Language:English
Published: Universiti Sains Islam Malaysia 2012
Subjects:
Online Access:http://ddms.usim.edu.my/handle/123456789/5358
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