p-Index From 2015 - 2020
9.836
P-Index
This Author published in this journals
All Journal TEKNIK INFORMATIKA Katalogis Journal of Tropical Life Science STUDIA Jurnal Pendidikan Bahasa Jerman Jurnal Agripet Jurnal Biologi Edukasi Jurnal Natural Jurnal Kedokteran Hewan Jurnal Teknik Sipil Ekonomi dan Keuangan Jurnal Teknik ITS JUPIIS: Jurnal Pendidikan Ilmu-ilmu Sosial Jurnal of BIOLEUSER Jurnal Online Mahasiswa (JOM) Bidang Keguruan dan Ilmu Pendidikan JUST IT : Jurnal Sistem Informasi, Teknologi Informasi dan Komputer P2M STKIP Siliwangi The Journal of Pure and Applied Chemistry Research Jurnal NERS Jurnal EDUKASI (Jurnal Bimbingan Konseling) Jurnal Optimasi Sistem Industri LEMMA: Letters Of Mathematics Education Nurani: Jurnal Kajian Syariah dan Masyarakat JURNAL ILMIAH PENDIDIKAN FISIKA ´AL-BIRUNI´ Seminar Nasional Informatika (SEMNASIF) Jurnal Akuntansi & Keuangan Unja JOURNAL OF INFORMATICS AND COMPUTER SCIENCE Journal Ilmu KOMUNIKASI UHO Jurnal Ilmiah Mahasiswa Bimbingan & Konseling Jurnal FishtecH Journal of Information Technology and Computer Science (JOINTECS) Acta Aquatica: Aquatic Sciences Journal DINAMIKA JURNAL MANAJEMEN DAN PELAYANAN FARMASI (Journal of Management and Pharmacy Practice) JEMA: Jurnal Ilmiah Bidang Akuntansi dan Manajemen EKONOMIS : Journal of Economics and Business Jurnal Pendidikan Kimia (JPKim) JURNAL MANAJEMEN DAN PELAYANAN FARMASI (Journal of Management and Pharmacy Practice) JOURNAL OF APPLIED INFORMATICS AND COMPUTING JURNAL PAJAR (Pendidikan dan Pengajaran) Rang Teknik Journal METASASTRA: Jurnal Penelitian Sastra The Management Journal of Binaniaga ISTITHMAR JPPI: Jurnal Pendidikan Islam Pendekatan Interdisipliner Jurnal Teknologi Informasi MURA Owner (Riset & Jurnal Akuntansi) Primary : Jurnal Keilmuan dan Kependidikan Dasar Al-Hikmah Bunda Edu-Midwifery Journal (BEMJ) PRoMEDIA Eksis: Jurnal Ilmiah Ekonomi dan Bisnis PHARMACY: Jurnal Farmasi Indonesia (Pharmaceutical Journal of Indonesia) Data Science: Journal of Computing and Applied Informatics JURNAL GLOBAL EDUKASI Ensiklopedia of Journal Khatulistiwa Proceedings of ISELT FBS Universitas Negeri Padang Oceana Biomedicina Journal Journal of English Language Teaching and Linguistics Jurnal Ilmu dan Teknologi Kesehatan Harmoni Jurnal Informatika Global Majalah Ilmiah Bijak Parole (Jurnal Pendidikan Bahasa dan Sastra Indonesia) Journal Of Management Science (JMAS) Jurnal Pendidikan Teknologi Pertanian Jurnal Ilmiah Informatika Veritas: Jurnal Program Pascasarjana Ilmu Hukum Universitas Islam As-Syafiiyah Journal Pharmaceutical And Sciences (JPS) Jurnal Karinov Jurnal Sains Riset
Articles

Found 1 Documents
Search
Journal : JEMA: Jurnal Ilmiah Bidang Akuntansi dan Manajemen

Financial Market Integration In Asia: Evidence From Stock And Bond Market Fauziah, Fauziah
JEMA: Jurnal Ilmiah Bidang Akuntansi dan Manajemen Vol 15, No 1 (2018): JEMA: Jurnal Ilmiah Bidang Akuntansi dan Manajemen
Publisher : University of Islam Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (310.026 KB) | DOI: 10.31106/jema.v15i01.777

Abstract

Financial integration especially in Asian financial market has been a defining feature of the world economy and has become a central issue in international finance for the past decades. However, there is limited empirical studies on the integration of Asian bond market. Therefore, this study aims to examine the financial market integration in Asia (Stock and Bond Market). The sample of this study is the major of Asian financial markets including Japan, China, Hong Kong, Singapore and South Korea during January 2009 – December 2016. Correlation, co-integration and causality tests used in this study to investigate the financial markets integrations. This study shows that both stock and bond returns are co-integrated and indicate as a common stochastic trends. Stock market integration appears to be much stronger compared to the less developed. This result is very important for investors to assess potential gains from portfolio diversification, and for a financial policymaker to manage market policies effectively and handle contagion risks that might be caused by international shock transmissions.
Co-Authors Abdullah, Bualkar Abdullah, Bualkar Adi Soeprijanto Adriani, Azmalina Ahmad Bengar Harahap Ahmad Eddison Ananda, Wahyu Ananda, Wahyu Anna, Irna Lisa Anugraha, Dhimas Mulia Apriansyah, Andez Aris Gunaryati, Aris Armin Darmawan Asmiyenti Djaliasrin Djalil awatiful azza, awatiful budianto panjaitan Budiarti, L Endang Bustamam, Nurbaity Chanif Mahdi Damanik, Sanri Sunervia Damanik, Sanri Sunervia Dasrul Dasrul Dewi, Sarini Vita Dewi, Sarini Vita Dina Maulina Djoko Wahyono Dwi Putro Priadi Eddy Noviana Eldina Fatimah Esti Handayani, Endah Tri Fachreza, Sodi Fachreza, Sodi Fadilah, Ratnawaty Fadillah, Wanda rizki Fadillah, Wanda rizki Fajar Nugraha Farizawati Farizawati, Farizawati Firdus Firdus Fitriana Fitriana Hamdan Hamdan Haryono Haryono Hendri Marhadi Hendrian Hendrian, Hendrian Hernawati, Diana Ina Agustina Jamaliah Jamaliah Juli Melia Junaidi Junaidi Kadirman, Kadirman Kalsum Kalsum Komala Sari, Ratih Titi Komala Sari, Ratih Titi Kosasih, Ade Kusuma, Willy Darma Kusuma, Willy Darma L. Endang Budiarti, L. Endang Ma'arif, Ridwan Ahmad Mahmud Alpusari Mesra, Erna Mesra, Erna Mesra Mimien Henie Irawati, Mimien Henie Mohamad Amin Morica, Cut Desta Muhammad Hatta Mulyadi Mulyadi Munjiatun Munjiatun, Munjiatun Nindya Nika Putri Novianti, Vivi Nurhasanah Nurhasanah Ontoseno Penangsang Pradipta, Nadhira Trisa Prakoso, Galuh Prianto, Deki Rahmawati Rahmawati Riki Saputra, Riki Rina Evianty Rinaldi Rinaldi Riris Rotua Sitorus Rizaldy, Ilham Rosnizar, Rosnizar Rumdasih, Jujum Saputra, Tri Ichsan Septi Andryana, Septi Setiarini, Eva Silviana, Ernita Sugiantoro Sugiantoro Suryani, Siti Darwa Sushanty, Dwi Elgha Syafruddin Syafruddin Syahban, Bayu Fijri Syahrilfuddin Syahrilfuddin, Syahrilfuddin Syamsidik, Syamsidik tamampil, armis Taringan, Yosua Jonathan Teuku Armansyah Tongku Nizwan Siregar Trias Setyowati, Trias Triva Murtina Lubis Ucuk Darusalam Umami, Nahdia Asri Wahyu Ario Pratomo Widiyanti, Siti Arum Wijaya, Yunan Fauzi Wira Dharma Wiranti Sri Rahayu Yani, Ari Soerti Yekki Yasmin Yulia Istia Ningsih, Yulia Istia Yuliusman Yuliusman Yusri Wahyuni Zenab, Ai Siti