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

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Eduardo Roca

Price Interdependence Among Equity Markets in the Asia-Pacific Region

Focus on Australia and ASEAN

Eduardo Roca

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English

Routledge
31 December 2018

International trade; Investment & securities

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.

By: Eduardo Roca
Imprint: Routledge
Country of Publication: United Kingdom
Dimensions: Height: 215mm, Width: 153mm,
Weight: 254g
ISBN: 9781138704107
ISBN 10: 1138704105
Pages: 184
Publication Date: 31 December 2018
Audience: College/higher education , General/trade , Primary , ELT Advanced
Format: Paperback
Publisher's Status: Active

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.

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