1st Edition

Price Interdependence Among Equity Markets in the Asia-Pacific Region Focus on Australia and ASEAN

By Eduardo Roca Copyright 2000

    This title was first published in 2000:  An investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics. The text provides coverage of theoretical analysis and applications in the context of the Asia-Pacific region.

    1: Introduction; 2: Equity Market Integration: Concept, Measurement and Existing Evidence; 3: Statistical Framework; 4: Price Interdependence between the Equity Markets of Australia and its Major Trading Partners; 5: Price Interdependence among the ASEAN Equity Markets; 6: Equity Market Price Interdependence between Australia and ASEAN; 7: Investigation of Equity Markets Interdependence Allowing for Antoregressive Conditional Heteroskedasticity (ARCH) Effects; 8: Summary of Results, Implications and Conclusion


    Eduardo Roca