Southeast Asian stock market linkages : evidence from pre- and post-October 1997

Kevin James Daly

Southeast Asian stock market linkages : evidence from pre- and post-October 1997

Research output: Contribution to journal › Article

Abstract

Presents a study which investigated the static and dynamic interdependence of the stock markets of Indonesia, Malaysia, the Philippines, Singapore, Thailand and the advanced stock markets of Australia, Germany and the U.S. from 1990 to 2001. Approach used to measuring contagion across stock markets; Discussion of co-integration and international equity markets methodology and data used; Equation used in describing the relationship between stock market indices.

Original language	English
Number of pages	13
Journal	ASEAN Economic Bulletin
Publication status	Published - 2003

Keywords

Australia
Indonesia
stock exchanges
stock price indexes
stocks

Cite this

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title = "Southeast Asian stock market linkages : evidence from pre- and post-October 1997",

abstract = "Presents a study which investigated the static and dynamic interdependence of the stock markets of Indonesia, Malaysia, the Philippines, Singapore, Thailand and the advanced stock markets of Australia, Germany and the U.S. from 1990 to 2001. Approach used to measuring contagion across stock markets; Discussion of co-integration and international equity markets methodology and data used; Equation used in describing the relationship between stock market indices.",

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AB - Presents a study which investigated the static and dynamic interdependence of the stock markets of Indonesia, Malaysia, the Philippines, Singapore, Thailand and the advanced stock markets of Australia, Germany and the U.S. from 1990 to 2001. Approach used to measuring contagion across stock markets; Discussion of co-integration and international equity markets methodology and data used; Equation used in describing the relationship between stock market indices.

KW - Australia

KW - Indonesia

KW - stock exchanges

KW - stock price indexes

KW - stocks

UR - http://handle.uws.edu.au:8081/1959.7/10409

UR - http://search.ebscohost.com/login.aspx?direct=true&db=buh&AN=9640243&site=ehost-live

M3 - Article

SN - 0217-4472

JO - ASEAN Economic Bulletin

JF - ASEAN Economic Bulletin

ER -

Southeast Asian stock market linkages : evidence from pre- and post-October 1997

Abstract

Keywords

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