A Comparison of the Long Term Interdependence of Southeast Asian Equity Markets

Raisul Islam ()
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Raisul Islam: Jahangirnagar University

East Asian Economic Review, 2014, vol. 18, issue 2, 187-212

Abstract: The purpose of this paper is to examine the equity market crisis contagion in major Asian economic markets. A comparative assessment of Asian markets during the Asian Financial Crisis and Global Financial crisis may clearly identify the changing nature of long term integration of major Asian markets. The selection criteria of specific Asian markets of different peripheries depend particularly on the roles and structure of these markets. The impact of the global financial contagion and the lingering financial linkage in the aftermath of crisis will explain the reaction of the majority of Asian markets to global linkage. While majority of the studies focused on dynamic short term association in European and MENA contagions in the post global financial crisis period; after the global financial crisis, attention paid to long term Asian contagion adds new perspective to hitherto disorganized theories.

Keywords: Financial Contagion; Financial Crisis; International Financial Markets; Financial Econometrics; Impulse Response (search for similar items in EconPapers)
JEL-codes: C58 G01 G15 G17 (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (6)

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