The Impact of Structural Breaks on the Integration of the ASEAN-5 Stock Markets
碩士 === 嶺東科技大學 === 財務金融研究所 === 94 === This paper explores the impact of possible structural breaks, for example the Asian financial crisis of 1997/98, on integration within ASEAN-5 countries. This study addresses the issue by applying the multivariate Inoue (1999) cointegration procedure that allows...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/18080640253707509730 |