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Does Vietnam stock market integrate with ASEAN members?

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dc.contributor.authorAbdal Nasir
dc.contributor.supervisorMohamed Eskandar Shah Mohd Rasid
dc.date.accessioned2017-04-27T11:05:09Z
dc.date.available2017-04-27T11:05:09Z
dc.date.issued2015
dc.description.abstractThis paper examines the long run relationship between Vietnam stock market and her ASEAN partners like Malaysia, Singapore, Thailand, Indonesia and the Philippines. The paper uses the weekly data from July 2006 till February 2014 and run through an analyzed using time series techniques in order to test for cointegration of Vietnam stock market with ASEAN members. Eagle-Granger, Johansen-Jeselius (JJ), and Vector Error Correction Model (VECM) methods are used in analyzing data. The results obtained from JJ test find at most one cointegration among ASEAN members ...en_US
dc.identifier.citationNasir, A. (2015). Does Vietnam stock market integrate with ASEAN members? (Master dissertation). INCEIF, Kuala Lumpur. Retrieved from https://ikr.inceif.org/handle/INCEIF/2375en_US
dc.identifier.urihttps://ikr.inceif.org/handle/INCEIF/2375
dc.languageEnglish
dc.language.isoengen_US
dc.publisherINCEIFen_US
dc.rights2015. INCEIF
dc.sourceGS
dc.subjectStock exchanges
dc.subjectCointegration
dc.subjectCapital markets
dc.subjectVietnam
dc.subjectSoutheast Asia
dc.subjectASEAN
dc.titleDoes Vietnam stock market integrate with ASEAN members?en_US
dc.typeMasteren_US
dlc.maintopicIslamic capital marketsen_US
dspace.entity.typePublication
ikr.doctypeTheses
ikr.licenseAvailable in physical copy only (Call Number: t HG 5740.8 A135)
ikr.topic.maintopicIslamic capital marketsen_US
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