Stock Market Linkages: Comovement of ASEAN5 Equity Markets,Used

Stock Market Linkages: Comovement of ASEAN5 Equity Markets,Used

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This study investigates the relationship across regional equity markets of Indonesia, Malaysia, the Philippines, Singapore and Thailand. Two sets of data for each respective country were selected for this study which include the series in logged form and also the volatility series. Both data streaks are segregated into three subperiods of interest including the fullsample, precrisis and postcrisis. Also, a combination of econometrical analyses had been adopted in order to examine the comovement of these markets. Overall, this study provides a plausible forefront to policy makers suggesting whether or not international diversification of portfolio investment within the context of the ASEAN5 equity markets are made beneficial to regional and international investors.

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Warranty

We provide a 2-year limited warranty, from the date of purchase for all our products.

If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.

This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).

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