Article ID Journal Published Year Pages File Type
5054915 Economic Modelling 2013 10 Pages PDF
Abstract
► This paper examines the financial integration of China in Malaysian stock market. ► DCC-MGARCH approach is employed. ► We find financial integration between Malaysia and China since April 2004. ► The rise of China complements Malaysian stock market.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Integration of world leaders and emerging powers into the Malaysian stock market: A DCC-MGARCH approach
Authors
, ,