Financial integration between Indonesia and its major trading partners
This study examines stock market integration among the emerging stock market of Indonesia and its major trading partners (Japan, the US, Singapore and China). We employ the newly proposed autoregressive distributed lag (ARDL) approach to cointegration and recent weekly stock market data spanning fro...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/7693/ http://irep.iium.edu.my/7693/ http://irep.iium.edu.my/7693/1/MPRA_paper_17277.pdf |