ISSN(Print):   2664-0422 - ISSN(Online):   2664-0430 - ISSN-L:   2664-0422
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PAKISTAN SOCIAL SCIENCES REVIEW (PSSR)

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How to Cite

Financial Markets Interdependence: Evidence from South and East Asian Countries

Abstract

The aim of this study is to provide a clear picture of relationship between south and East Asian stock markets. Financial and economic literature discussed the financial market integration. The information easily transferred from one market to another due to financial market integration. The data is collected from respective financial market websites. GARCH 1, 1 model is used to develop the volatility series and Quantile regression is used to check the financial markets interdependence. The results show significance dependence between financial markets which means there is volatility transmission in these markets. The geographical proximity also associated with the volatility transmission. This study is helpful for the investors of South and Asian countries to check the stock market stability for making investment decision. The investors from the developing countries took help from this study if they are going to invest big.

Authors

  • Raja Muhammad Ahsan Ilyas
  • Lecturer, Department of Management Sciences, Mohi-ud-Din Islamic University Nerian Sharif, AJ&K, Pakistan
  • Dr. Abdul Ghafar Khan
  • Assistant Professor, Department of Management Sciences, Mohi-ud-Din Islamic university Nerian Sharif, AJ&K, Pakistan
  • Dr. Sehrish Kayani
  • Visiting Lecturer, Faculty of Management Sciences, National University of Modern Languages Islamabad, Pakistan

Keywords

Financial Markets, Integration, Markets Interdependence, Quantile Regression

DOI Number

10.35484/pssr.2022(6-II)71

DOI Link

http://doi.org/10.35484/pssr.2022(6-II)71

Page Nos

858-865

Volume & Issue

v6-2

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Creative Commons License
Pakistan Social Sciences Review (PSSR) by RESEARCH OF SOCIAL SCIENCES (SMC-PRIVATE) LIMITED(ROSS) is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Based on a work at https://pssr.org.pk/

Pakistan Social Sciences Review (PSSR), Developed by M. Yaseen

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