Integration of Stock Markets between Indonesia and Its Major Trading Partners

Integration of Stock Markets between Indonesia and Its Major Trading Partners

Using Autoregressive Distributed Lag (ARDL) and Vector Autoregressive (VAR) frameworks, this study examines the integration between the emerging stock market of Indonesia and its major trading partners (i.e., Japan, the U.S., Singapore, and China). During the period of July 1998 to December 2007, th...

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Bibliographic Details
Main Authors: Bakri Abdul Karim, M. Shabri Abdul Majid, Samsul Ariffin Abdul Karim
Format: Article
Language:English
Published: Universitas Gadjah Mada 2009-05-01
Series:Gadjah Mada International Journal of Business
Subjects:
ARDL
Indonesia
international portfolio diversification
stock market integration
trading partners
Online Access:https://jurnal.ugm.ac.id/gamaijb/article/view/5526

Internet

https://jurnal.ugm.ac.id/gamaijb/article/view/5526

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