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If you have any questions, you are always welcome to contact us. We'll get back to you as soon as possible, withing 24 hours on weekdays.
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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.
⚠️ WARNING (California Proposition 65):
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birth defects, or other reproductive harm.
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