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-crisis p...

Full description

Bibliographic Details

Main Authors:	Abdul Rahim, R., Sapian, R. Z., Mohd Nor, A. H. S.
Format:	Article
Language:	English en_US
Published:	Universiti Sains Islam Malaysia 2024
Subjects:	Stock market interdependence Asian financial crisis International portfolio diversification ASEAN-plus-three
Online Access:	http://jmifr.usim.edu.my/index.php/jmifr/article/view/77
Tags:	Add Tag No Tags, Be the first to tag this record!