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@article{54681, author = {Dias, Rui and Pardal, Pedro and Teixeira, Nuno and Machová, Veronika}, article_location = {České Budějovice}, article_number = {1}, keywords = {financial integration; co-movements; ASEAN-5; portfolio diversification}, language = {eng}, issn = {1805-9112}, journal = {Littera Scripta}, title = {Financial market integration of ASEAN-5 with China}, volume = {13}, year = {2020} }
TY - JOUR ID - 54681 AU - Dias, Rui - Pardal, Pedro - Teixeira, Nuno - Machová, Veronika PY - 2020 TI - Financial market integration of ASEAN-5 with China JF - Littera Scripta VL - 13 IS - 1 SP - 46-63 EP - 46-63 PB - The Institute of Technology and Business in České Budějovice SN - 18059112 KW - financial integration KW - co-movements KW - ASEAN-5 KW - portfolio diversification N2 - This study aims to estimate the potential portfolio diversification in the financial markets of Indonesia, Malaysia, Philippines, Singapore and Thailand (ASEAN-5), and of China, in the context of China stock market crash, in 2015. For this purpose, we establish two research questions: i) China stock market crash promoted financial integration between the ASEAN-5 and China markets? ii) if so, does this effect had a positively influence in the occurrence of short-term co-movements between markets? ER -
DIAS, Rui, Pedro PARDAL, Nuno TEIXEIRA and Veronika MACHOVÁ. Financial market integration of ASEAN-5 with China. \textit{Littera Scripta}. České Budějovice: The Institute of Technology and Business in České Budějovice, vol.~13, No~1, p.~46-63. ISSN~1805-9112. 2020.
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