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Original Articles

Financial integration and the ASEAN-5 equity markets

Pages 2283-2288 | Published online: 05 Oct 2010

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Read on this site (15)

Fiza Qureshi, Izlin Ismail & Sok Gee Chan. (2017) Mutual funds and market performance: New evidence from ASEAN markets. Investment Analysts Journal 46:1, pages 61-79.
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Md. Saifur Rahman & Farihana Shahari. (2017) Does financial cooperation agreement improve the cointegration among ASEAN+3 money markets?. International Review of Applied Economics 31:1, pages 108-125.
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Ibrahim Bakari Hassan. (2016) International capital mobility in West Africa: A panel cointegration approach. Cogent Economics & Finance 4:1.
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Sei-Wan Kim, Young-Min Kim & Moon-Jung Choi. (2015) Asia-Pacific Stock Market Integration: New Evidence by Incorporating Regime Changes. Emerging Markets Finance and Trade 51:sup4, pages S68-S88.
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Meng-Horng Lee & Chee-Wooi Hooy. (2013) Country Versus Industry Diversification in ASEAN-5. Emerging Markets Finance and Trade 49:2, pages 44-63.
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Jeffrey E. Jarrett & Zhenzhen Sun. (2011) Evidence and explanations for the association among six Asian (Pacific-Basin) financial markets. Applied Economics 43:12, pages 1485-1496.
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J.-H. Chen & C.-Y. Huang. (2010) An analysis of the spillover effects of exchange-traded funds. Applied Economics 42:9, pages 1155-1168.
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Bakri Abdul Karim & M. Shabri ABD. Majid. (2009) International Linkages among Stock Markets of Malaysia and Its Major Trading Partners. Journal of Asia-Pacific Business 10:4, pages 326-351.
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Y.-P. Hu, L. Lin & J.-W. Kao. (2008) Time-varying inter-market linkage of international stock markets. Applied Economics 40:19, pages 2501-2507.
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M. Shabri Abd. Majid, Ahamed Kameel Mydin Meera & Mohd. Azmi Omar. (2008) Interdependence of ASEAN-5 Stock Markets from the US and Japan. Global Economic Review 37:2, pages 201-225.
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MansorH. Ibrahim. (2006) Financial Integration and International Portfolio Diversification: US, Japan and ASEAN Equity Markets. Journal of Asia-Pacific Business 7:1, pages 5-23.
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Articles from other publishers (31)

Duc Hong Vo & Chi Minh Ho. (2023) The growth effects of financial integration in the ASEAN countries. International Journal of Emerging Markets.
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Md. Saifur Rahman & Farihana Shahari. (2021) Does the financial cooperation agreement increase the interdependency among ASEAN+3 equity markets? A Markov switching approach. International Economics and Economic Policy 18:4, pages 869-899.
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Yuke Wei. (2021) Co-movement of Asian stock markets:An empirical study. Co-movement of Asian stock markets:An empirical study.
YOUNGHO CHANG, ZHENG FANG & SHIGEYUKI HAMORI. (2017) HUMAN CAPITAL AND ENERGY: A DRIVER OR DRAG FOR ECONOMIC GROWTH. The Singapore Economic Review 65:03, pages 683-714.
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Sei‐Wan Kim, Moon Jung Choi & Young‐Min Kim. (2019) Does Intra‐regional Trade Matter in Regional Stock Markets? New Evidence from the Asia‐Pacific Region. Asian Economic Journal 33:3, pages 253-280.
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Shalini Aggarwal & Abhay Raja. (2019) Stock market interlinkages among the BRIC economies. International Journal of Ethics and Systems 35:1, pages 59-74.
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Raj S. DhankarRaj S. Dhankar. 2019. Capital Markets and Investment Decision Making. Capital Markets and Investment Decision Making 135 153 .
Go Tamakoshi & Shigeyuki HamoriGo Tamakoshi & Shigeyuki Hamori. 2018. Credit Default Swap Markets in the Global Economy. Credit Default Swap Markets in the Global Economy 39 55 .
Nisha Mary Thomas, Smita Kashiramka & Surendra S. Yadav. (2017) Dynamic linkages among developed, emerging and frontier capital markets of Asia-Pacific region. Journal of Advances in Management Research 14:3, pages 332-351.
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Yonghong Jiang, He Nie & Joe Yohanes Monginsidi. (2017) Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests. Economic Modelling 64, pages 384-398.
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Rakesh Kumar & Raj S. Dhankar. (2017) Financial instability, integration and volatility of emerging South Asian stock markets. South Asian Journal of Business Studies 6:2, pages 177-190.
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Sunil K. Bundoo. (2017) Stock market development and integration in SADC (Southern African Development Community). Review of Development Finance 7:1, pages 64-72.
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Bharat Kolluri, Susan Machuga & Mahmoud Wahab. (2014) Co-Movements of US and Asian Equity Markets: Evidence from Asymmetric and Time-Varying Coefficients. Review of Pacific Basin Financial Markets and Policies 17:04, pages 1450021.
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Faruk Balli, Hatice Ozer Balli & Mong Ngoc Luu. (2014) Diversification across ASEAN-wide sectoral and national equity returns. Economic Modelling 41, pages 398-407.
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Hooi Hooi Lean & Russell Smyth. 2014. Emerging Markets and the Global Economy. Emerging Markets and the Global Economy 603 622 .
Bakri Abdul Karim & Hoe Xin Ning. (2013) Driving forces of the ASEAN-5 stock markets integration. Asia-Pacific Journal of Business Administration 5:3, pages 186-191.
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Jan Babecký, Luboš Komárek & Zlatuše Komárková. (2020) Convergence of Returns on Chinese and Russian Stock Markets with World Markets: National and Sectoral Perspectives. National Institute Economic Review 223, pages R16-R34.
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Brian M. Lucey & Cal Muckley. (2011) Robust global stock market interdependencies. International Review of Financial Analysis 20:4, pages 215-224.
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Bakri Abdul Karim, Nor Akila Mohd. Kassim & Mohammad Affendy Arip. (2010) The subprime crisis and Islamic stock markets integration. International Journal of Islamic and Middle Eastern Finance and Management 3:4, pages 363-371.
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ZHENG YI & SWEE-LIANG TAN. (2011) AN EMPIRICAL ANALYSIS OF STOCK MARKET INTEGRATION: COMPARISON STUDY OF SINGAPORE AND MALAYSIA. The Singapore Economic Review 54:02, pages 217-232.
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M. Shabri Abd. Majid, Ahamed Kameel Mydin Meera, Mohd. Azmi Omar & Hassanuddeen Abdul Aziz. (2009) Dynamic linkages among ASEAN‐5 emerging stock markets. International Journal of Emerging Markets 4:2, pages 160-184.
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GARY GANG TIAN. (2007) ARE CHINESE STOCK MARKETS INCREASING INTEGRATION WITH OTHER MARKETS IN THE GREATER CHINA REGION AND OTHER MAJOR MARKETS?. Australian Economic Papers 46:3, pages 240-253.
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Hwahsin Cheng & John L. Glascock. (2005) Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan. Review of Quantitative Finance and Accounting 24:4, pages 343-357.
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Mansor H. Ibrahim. (2005) International linkage of stock prices: the case of Indonesia. Management Research News 28:4, pages 93-115.
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Babatunde Abiola & Ajibola Joseph Olusegun. (2017) Appraising the Exchange Rate Volatility, Stock Market Performance and Aggregate Output Nexus in Nigeria. SSRN Electronic Journal.
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SeiWan Kim & Moon Jung Choi. (2016) Does Intra-Regional Trade Matter in Regional Stock Markets?: New Evidence from Asia-Pacific Region. SSRN Electronic Journal.
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Tinfah Chung & M. Ariff. (2015) ASEAN Financial Market Integration -- A Rainbow on the Horizon?. SSRN Electronic Journal.
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Rifqi Ardliansyah. (2012) Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets. SSRN Electronic Journal.
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Lubos Komarek, Ian Babetskii & Zlata Komarkova. (2012) Integration of Chinese and Russian Stock Markets with World Markets: National and Sectoral Perspectives. SSRN Electronic Journal.
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Brian M. Lucey & Cal B. Muckley. (2010) Global Stock Market Interdependencies and long-term Portfolio Diversification. SSRN Electronic Journal.
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M. Shabri Abd. Majid, Ahamed Kameel Meera & Mohd Azmi Omar. (2007) Interdependence of ASEAN-5 Stock Markets from the US and Japan. SSRN Electronic Journal.
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