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Beschreibung
This study empirically explores interdependence of ASEAN emerging markets from the US and Japan during the period from July 1, 1987 to June 30, 2002. Using cointegration technique and generalized method of moments (GMM) estimation, the study documents that ASEAN markets are moving towards a greater integration either among themselves or with the US and Japan. This implies that the benefits from diversifying investments across ASEAN markets will gradually diminish. In regulating their stock markets, the ASEAN countries should take into consideration any developments in their neighbouring countries as well as in the US and Japan.
ASEAN Emerging Markets versus US and Japan
Details
| Verlag | LAP LAMBERT Academic Publishing |
| Ersterscheinung | 18. Mai 2010 |
| Maße | 22 cm x 15 cm x 1.8 cm |
| Gewicht | 453 Gramm |
| Format | Softcover |
| ISBN-13 | 9783838306476 |
| Seiten | 292 |
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