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International Financial Integration: An Empirical Investigation into Asian Equity Markets Pre- and Post-1997 Asian Financial Crisis

In: Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century

Author

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  • Xuan Vinh Vo
  • Kevin James Daly

Abstract

The study investigates the interdependence of the stock markets between the following countries Hong Kong, Japan, Korea, Taiwan, Indonesia, Malaysia, Philippines, Singapore, Thailand and the advanced stock markets of Australia, Germany, United Kingdom and the United States. Using data from 1994 to 2003 the paper employs both correlation, causality and cointegration analysis to describe the behaviour of the above stock market indices over the period pre and post the 1997 Asian Financial Crises. The paper investigates both the short- and long-run relationships between the Asian markets and the markets of selected advanced industrial countries.

Suggested Citation

  • Xuan Vinh Vo & Kevin James Daly, 2005. "International Financial Integration: An Empirical Investigation into Asian Equity Markets Pre- and Post-1997 Asian Financial Crisis," Contemporary Studies in Economic and Financial Analysis, in: Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century, pages 75-100, Emerald Group Publishing Limited.
    • Handle: RePEc:eme:csefzz:s1569-3759(05)86004-8
    DOI: 10.1016/S1569-3759(05)86004-8
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    Cited by:

    1. Vo, Xuan Vinh, 2009. "International financial integration in Asian bond markets," Research in International Business and Finance, Elsevier, vol. 23(1), pages 90-106, January.
    2. Pham Ngoc-Tham & Pham Trung-Kien & Cao Viet Hieu & Tran Ha Giang & Vo Xuan Vinh, 2020. "The Impact of International Trade on Environmental Quality: Implications for Law," Asian Journal of Law and Economics, De Gruyter, vol. 11(1), pages 1-12, April.

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