Financial crisis and cointegration of systemic risk in Southeast Asian banking
This paper aims to investigate the banking sector integration through a cointegration analysis of bank systemic risk in ASEAN-5 from 1998 to 2013 by taking financial crises into consideration. Our empirical findings highlight that there is one cointegrating vector in general, suggesting that the ASE...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Merdeka Malang
2019-10-01
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| Series: | Jurnal Keuangan dan Perbankan |
| Subjects: | |
| Online Access: | http://jurnal.unmer.ac.id/index.php/jkdp/article/view/3669 |