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



ISBN 9781138704107
Published December 31, 2018 by Routledge
184 Pages

 
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Book Description

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.

Table of Contents

List of Figures -- List of Tables -- Preface -- Acknowledgments -- 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 Autoregressive Conditional Heteroskedasticity (ARCH) Effects -- 8 Summary of Results, Implications and Conclusion -- Bibliography.

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Author(s)

Biography

School of Accounting, Banking and Finance Faculty of Commerce and Management Griffith University.