An empirical analysis of stock market integration: Comparison study of Singapore and Malaysia
Using a GARCH (1,1) model, this paper compares the extent to which financial sector liberalization in Singapore and Malaysia each has led to integration of its domestic equity market with external markets. The results show that the level of integration of the domestic markets with the external marke...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2009
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1092 https://ink.library.smu.edu.sg/context/soe_research/article/2091/viewcontent/EmpiricalAnalyStockMktIntegration_2009_SER_afv.pdf |
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| Institution: | Singapore Management University |
| Language: | English |