Determinants of International Financial Integration in ASEAN-5 Countries: Recent Findings Based on Panel GMM Approach

A Difference-In-Differences (DID) Analysis Of Financial Integration And International Trade In ASEAN+5

Financial Liberalization and Stock Markets Integration for Asean-5 Countries

This paper examines the relationship of financial liberalization and stock markets integration among ASEAN-5 (Note 1) stock markets: Indonesia, Malaysia, the Philippines, Singapore and Thailand. Three sample periods are covered based on the progress of financial liberalization. By using Johansen and Juselius multivariate cointegration procedures, Granger-causality tests and variances decomposit...

a difference-in-differences (did) analysis of financial integration and international trade in asean+5

Determinants Of Financial Integration In The East Asia- Pacific Region

International financial integration and risk sharing among countries: A production-based approach

Kim, H. Youn—International financial integration and risk sharing among countries: A production-based approach This paper develops a production-based model for analyzing a role of asset trade in pooling risks among countries and provides new evidence for the international consumption-output puzzle and risk sharing among countries. Efficient risk sharing rules among countries are the same as the...