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Financial Integration in ASEAN-5

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  • Additional Information
    • Publication Information:
      UI Scholars Hub
    • Publication Date:
      2016
    • Abstract:
      The financial integration in South East Asia has varied over time. This paper focuses on three periods: before, during, and after the global financial crisis in 2008. This paper finds that ASEAN-5 countries have indeed taken a step towards financial integration. While we do not observe any (cointegrating) long-run relationships between the ASEAN-5 countries, we find that there has been a significant increase in the volatility spillovers between them. This is particularly true in the recovery period following the global financial crisis.
    • File Description:
      application/pdf
    • Relation:
      https://scholarhub.ui.ac.id/efi/vol62/iss1/4; https://scholarhub.ui.ac.id/context/efi/article/1036/viewcontent/EFI_62_281_29_04_L.G._20Gabriella_rev.pdf
    • Accession Number:
      10.47291/efi.v62i1.522
    • Online Access:
      https://doi.org/10.47291/efi.v62i1.522
      https://scholarhub.ui.ac.id/efi/vol62/iss1/4
      https://scholarhub.ui.ac.id/context/efi/article/1036/viewcontent/EFI_62_281_29_04_L.G._20Gabriella_rev.pdf
    • Accession Number:
      edsbas.7810423E