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Title: Regional and global integration of Asian stock markets
Authors: Mothi, Wahbeeah
Dionísio, Andreia
Vieira, Isabel
Ferreira, Paulo
Keywords: Emerging Markets
Frontier Markets
Stock market integration
Issue Date: 2019
Publisher: Elsevier
Citation: Mothi, W; Dionísio, A.; Vieira, I. and Ferreira, P. (2019) “Regional and Global Integration of Asian Stock Markets”. Research in International Business and Finance, 50(C): 357-368. (
Abstract: This paper assesses the levels of regional and global stock market integration of emerging and frontier Asian countries. The long run relationships established amongst markets are investigated using Gregory and Hansen’s cointegration tests and Detrended Cross Correlation coefficients. The results of the empirical analysis indicate that all considered emerging markets display some evidence of both global and regional integration. In the case of frontier markets, however, this is true solely for Pakistan and, to a lesser extent, for Vietnam. These results are of interest, inter alia, to international investors interested in expanding the geographical scope of portfolio diversification strategies.
Type: article
Appears in Collections:CEFAGE - Publicações - Artigos em Revistas Internacionais Com Arbitragem Científica

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