Global Financial Interdependence - Abd. Majid, M. Shabri
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This study empirically explores interdependence of ASEAN emerging markets from the US and Japan during the period from July 1, 1987 to June 30, 2002. Using cointegration technique and generalized method of moments (GMM) estimation, the study documents that ASEAN markets are moving towards a greater integration either among themselves or with the US and Japan. This implies that the benefits from diversifying investments across ASEAN markets will gradually diminish. In regulating their stock markets, the ASEAN countries should take into consideration any developments in their neighbouring countries as well as in the US and Japan.…mehr

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Produktbeschreibung
This study empirically explores interdependence of ASEAN emerging markets from the US and Japan during the period from July 1, 1987 to June 30, 2002. Using cointegration technique and generalized method of moments (GMM) estimation, the study documents that ASEAN markets are moving towards a greater integration either among themselves or with the US and Japan. This implies that the benefits from diversifying investments across ASEAN markets will gradually diminish. In regulating their stock markets, the ASEAN countries should take into consideration any developments in their neighbouring countries as well as in the US and Japan.
Autorenporträt
M. Shabri Abd. Majid was born in Aceh in 1971, obtained Sarjana Ekonomi from Syiah Kuala University, Indonesia. His Master of Economics and PhD in Financial Economics were both from the International Islamic University Malaysia. He has published more than forty articles both in national and international refereed journals.