The Dynamics Of Market Integration Level And Its Determinants For Asean-5
Although debates on the stock market integration have emerged from academicians and practitioners, no firm conclusions about its nature and behavior have been fully drawn. While stock market integration gives a few important benefits such as fostering development of financial markets and reducing th...
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my-usm-ep.435212019-04-12T05:26:28Z The Dynamics Of Market Integration Level And Its Determinants For Asean-5 2011-11 Yeoh, Bit Kun QA1-939 Mathematics Although debates on the stock market integration have emerged from academicians and practitioners, no firm conclusions about its nature and behavior have been fully drawn. While stock market integration gives a few important benefits such as fostering development of financial markets and reducing the cost of financial intermediation, highly integrated market may also eliminate the benefit of portfolio diversification and facilitates contagion effect. Unlike most previous studies that assumed constant level of stock market integration, this thesis employs Kalman filter (KF) technique to investigate the time-varying stock market integration level of ASEAN-5 stock markets with the world market. 2011-11 Thesis http://eprints.usm.my/43521/ http://eprints.usm.my/43521/1/YEOH%20BIT%20KUN.pdf application/pdf en public masters Universiti Sains Malaysia Pusat Pengajian Sains Matematik |
| institution |
Universiti Sains Malaysia |
| collection |
USM Institutional Repository |
| language |
English |
| topic |
QA1-939 Mathematics |
| spellingShingle |
QA1-939 Mathematics Yeoh, Bit Kun The Dynamics Of Market Integration Level And Its Determinants For Asean-5 |
| description |
Although debates on the stock market integration have emerged from academicians and practitioners, no firm conclusions about its nature and behavior have been fully drawn. While stock market integration gives a few important benefits such as fostering development of financial markets and reducing the cost of financial intermediation, highly integrated market may also eliminate the benefit of portfolio diversification and facilitates contagion effect. Unlike most previous studies that assumed constant level of stock market integration, this thesis employs Kalman filter (KF) technique to investigate the time-varying stock market integration level of ASEAN-5 stock markets with the world market. |
| format |
Thesis |
| qualification_level |
Master's degree |
| author |
Yeoh, Bit Kun |
| author_facet |
Yeoh, Bit Kun |
| author_sort |
Yeoh, Bit Kun |
| title |
The Dynamics Of Market Integration Level And Its Determinants For Asean-5 |
| title_short |
The Dynamics Of Market Integration Level And Its Determinants For Asean-5 |
| title_full |
The Dynamics Of Market Integration Level And Its Determinants For Asean-5 |
| title_fullStr |
The Dynamics Of Market Integration Level And Its Determinants For Asean-5 |
| title_full_unstemmed |
The Dynamics Of Market Integration Level And Its Determinants For Asean-5 |
| title_sort |
dynamics of market integration level and its determinants for asean-5 |
| granting_institution |
Universiti Sains Malaysia |
| granting_department |
Pusat Pengajian Sains Matematik |
| publishDate |
2011 |
| url |
http://eprints.usm.my/43521/1/YEOH%20BIT%20KUN.pdf |
| _version_ |
1747821232490807296 |