Are the East Asian markets integrated? Evidence from the ICAPM

Journal of Economics and Business

Volumn 55, Issue 5-6, 2003, Pages 585-607

  Gérard, Bruno ^a   Thanyalakpark, Kessara ^b   Batten, Jonathan A ^c  

^a BI NORWEGIAN BUSINESS SCHOOL   (Norway)

^b CHULALONGKORN UNIVERSITY   (Thailand)

^c Seoul National University   (South Korea)

Author keywords

GARCH; International capital market integration; South East Asia

Indexed keywords

EID: 0141457785     PISSN: 00129933     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0148-6195(03)00055-9     Document Type: Article

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