Stock market linkage between China and ASEAN-6 countries: integration perspective
This paper examines the integration process and time-varying characteristics of major stock markets in China and ASEAN-6 countries (Indonesia, Malaysia, the Philippines, Singapore, Thailand and Vietnam). Based on the DCC-GARCH model as related to the daily stock index return data of China and the AS...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2024
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| Online Access: | http://journalarticle.ukm.my/24450/1/jeko_581-10.pdf http://journalarticle.ukm.my/24450/ https://www.ukm.my/jem/issue/v58i1/ |
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| Institution: | Universiti Kebangsaan Malaysia |
| Language: | English |