Lim, Kian-Ping; Lee, Hock-Ann; Liew, Venus Khim-Sen - EconWPA - 2003
generating process is non-linear in nature, this study re-examines the issue of stock markets integration in the ASEAN region … five ASEAN stock markets together in the long run. In this case, the shocks from any of these five markets may spillover to …-ASEAN stock markets integration is their strong economic ties, especially intra-ASEAN trade and investment that has indirectly …