Mohd. Faizal Basri

STOCK MARKET INTERDEPENDENCE BETWEEN MALAYSIA, INDONESIA AND SINGAPORE DURING ECONOMIC STABILITY AND CRISES: A DCC-GARCH MODEL APPROACH

Financial market integration has become increasingly important for investors and policymakers, particularly during economic turbulence, which amplifies systematic risks and reduces diversification opportunities. This study examines the integration and co-movements of Malaysia’s stock market with its neighbouring ASEAN...