Price interdependence among equity markets in the Asia-Pacific region : focus on Australia and ASEAN /: focus on Australia and ASEAN. (2020)

• Record Type: Book
• Further Information: Note: Eduardo D. Roca.
• Authors: Roca, Eduardo D
• Contents: List of Figures -- List of Tables -- Preface -- Acknowledgments -- 1 Introduction -- 2 Equity Market Integration: Concept, Measurement and Existing Evidence -- 3 Statistical Framework -- 4 Price Interdependence between the Equity Markets of Australia and its Major Trading Partners -- 5 Price Interdependence among the ASEAN Equity Markets -- 6 Equity Market Price Interdependence between Australia and ASEAN -- 7 Investigation of Equity Markets Interdependence Allowing for Autoregressive Conditional Heteroskedasticity (ARCH) Effects -- 8 Summary of Results, Implications and Conclusion -- Bibliography.
• Edition: 1st
• Publisher Details: London : Routledge
• Publication Date: 2020
• Extent: 1 online resource
• Subjects: 332.64259; Stock exchanges -- Southeast Asia; Stock exchanges -- Australia; Stocks -- Prices -- Southeast Asia; Stocks -- Prices -- Australia
• Languages: English
• ISBNs: 9781000160376
• Related ISBNs: 9781000114027; 9781000135626; 9781003073468
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.