Chandran, V G R; Rao, Ramesh - In: The IUP Journal of Applied Economics VIII (2009) 5-6, pp. 73-82
: This paper examines the relationship between stock indices of Malaysia and the emerging East Asian countries, namely South Korea, Taiwan, Hong Kong and Japan. The cointegration analysis found a long-run relationship between the stock indices of Malaysia and South Korea. The results of the...