Volatility co-movement of Asean-5 equity markets

• Main Authors: Lau, Evan, Oh, Swee-Ling, Puah, Chin-Hong, Shazali Abu, Mansor
• Format: E-Article
• Published: EBSCO 2010
• Subjects: HC Economic History and Conditions; JZ International relations
• Online Access: http://ir.unimas.my/id/eprint/7219/; http://eds.b.ebscohost.com/ehost/pdfviewer/pdfviewer?sid=73228f7b-0bb1-461c-8fe8-f82ab833b15b%40sessionmgr110&vid=0&hid=111
• Institution: Universiti Malaysia Sarawak

Economic cross-linkages and the increased co-movement of asset prices across international markets are important outcomes as the result of globalization. Hereby, the nature of international stock markets and the extent to which the 1997-1998 East Asian turmoil had affected the market relationship of...