THE RELATIONSHIP BETWEEN ASIA PACIFIC MARKETS DURING THE FINANCIAL CRISIS: VAR-GRANGER CAUSALITY ANALYSIS
Introduction/Main Objectives: This study investigates the relationships between equity markets during the Asian financial crisis and the subprime mortgage crisis in Asia-Pacific. Background Problems: The advantages of market integration are under scrutiny in the midst of global financial crises, whi...
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Main Authors: | Kusumah, Hayun, Asri, Marwan, Setiawan, Kusdhianto, Setiyono, Bowo |
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Format: | Article PeerReviewed |
Language: | English |
Published: |
Gadjah Mada University
2022
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Subjects: | |
Online Access: | https://repository.ugm.ac.id/282724/1/THE%20RELATIONSHIP%20BETWEEN%20ASIA%20PACIFIC%20MARKETS%20DURING%20THE%20FINANCIAL%20CRISIS-%20VAR-GRANGER%20CAUSALITY%20ANALYSIS.pdf https://repository.ugm.ac.id/282724/ https://jurnal.ugm.ac.id/v3/jieb/article/view/1474/1643 |
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Institution: | Universitas Gadjah Mada |
Language: | English |
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