Abdul rahim, f, ahmad, n & ahmad, i 2009, ' information transmission between islamic stock indices in south east asia ' international journal of islamic and middle eastern finance and management, vol 2, no 1, pp 7-19.
This study empirically examines market integration among five selected asean (association of south-east asian nations) emerging markets (ie malaysia, thailand, indonesia, the philippines, and singapore) and their interdependencies from the us and japan based on a two-step estimation, cointegration and generalized method of moments (gmm. Total market return index for the south-east asian market consists of the asean-5 markets is compiled by the datastream 4 the jarque–bera  test statistic rejected the null hypothesis of a normal distribution for each return series at the 1% significance level.
Southeast asian stock market linkages evidence from pre- and post-october 1997 kevin james daly this article investigates both the static and dynamic interdependence ofthe stock markets of indonesia, malaysia, the philippines, singapore, thailand, and the advanced stock markets ofaustralia, germany, and the united states. Measures are widely applied to measure interdependence in product, labour and financial markets, while price-based approaches are mainly used for analysing financial linkages owing to the progress in theory and methodology, a number of empirical studies to measure interdependence in southeast asia have emerged in recent years. Information transmission between islamic stock indices in south east asia / abdul rahim, fahmi ahmad, noryati ahmad, ismail in: international journal of islamic and middle eastern finance and management , vol 2, no 1, 03042009, p 7-19.
Financial stock market overview with major asia pacific stock indexes, currencies, futures, rates, currencies and etfs a complete overview of asia-pacific market data. Measuring regional interdependence in southeast asia - a review of quantitative literature by kensuke tanaka and frédéric langer summary of presentation the purpose of this presentation is to provide a lead up to session 3 by briefly taking stock of where we stand in terms of regional interdependence in southeast asia.
Developed world stock markets and their impact on kse the hypothesis in this regards were ho1: no causal relationship exists among the south asian and developed stock markets ho2: there is no association among the south asian stock markets and kse.
Updated stock indexes in asia-pacific get an overview of major indexes, current values and stock market data in japan, china, hong kong & more.