Stock market integration and its implications for international trade, exchange rates and interest rates in ASEAN-5 countries

This research investigates the linear and asymmetric cointegration among the stock markets of ASEAN-5 (Association of Southeast Asian Nations, the five original member countries namely Malaysia, Indonesia, Singapore, the Philippines, and Thailand) and those of Europe, Japan, and the United States. D...

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Bibliographic Details

Main Author:	Saeedi, Mitra
Format:	Thesis
Language:	English
Published:	2014
Subjects:	Stock exchanges - Southeast Asia Foreign exchange rates - Southeast Asia International trade - Southeast Asia
Online Access:	http://psasir.upm.edu.my/id/eprint/39705/1/FEP%202014%204%20IR.pdf