Financial Integration between Indonesia and International Markets: An Application of ARDL Bound Testing Approach

Financial Integration between Indonesia and International Markets: An Application of ARDL Bound Testing Approach

This study examines stock market integration among the emerging stock market of Indonesia and its major trading partners (Japan, the US, Singapore and China). We employ the newly proposed autoregressive distributed lag (ARDL) approach to cointegration and recent weekly stock market data spanning fro...

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Bibliographic Details
Main Authors: ABDUL KARIM, BAKRI, Majid ABDUL, M SHABRI, ABDUL KARIM, SAMSUL ARIFFIN
Format: Conference or Workshop Item
Published: 2009
Subjects:
HG Finance
Online Access:http://eprints.utp.edu.my/7223/1/Financial_Integration_between_Indonesia_and_International_Markets_Gaber_2009_BEST_PAPER_AWARD.pdf
http://eprints.utp.edu.my/7223/
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Institution: Universiti Teknologi Petronas

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http://eprints.utp.edu.my/7223/1/Financial_Integration_between_Indonesia_and_International_Markets_Gaber_2009_BEST_PAPER_AWARD.pdf
http://eprints.utp.edu.my/7223/

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