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dc.contributor.authorPhunithet, Apinyaen_US
dc.contributor.authorอภิญญา ภู่นิเทศen_US
dc.date.accessioned2016-05-11T04:21:10Z
dc.date.available2016-05-11T04:21:10Z
dc.date.issued2016-05-11
dc.identifier.urihttp://repository.rmutp.ac.th/handle/123456789/1924
dc.descriptionวิทยานิพนธ์ (บธ.ม) -- มหาวิทยาลัยเทคโนโลยีราชมงคลพระนคร, 2557en_US
dc.description.abstractThe study on the analysis of long-term relationship among stock markets from ASEAN trading linkage: After Integration was aimed to investigate its long-term relationships as well as the short-term adjustability to establish balance among the stock markets in Thailand, Malaysia, and Singapore, after the ASEAN unification. The research data were compiled daily from the stock markets in the three countries from 16 October 2012 until 30 December 2014. The analysis was to obtain long-term cointegration using Johansen and short-term adjustable ability to gain balance with Vector Error Correction Model (VECM) The result revealed that ASEAN trading link showed long-term relationships in good balance as well as short-term adjustable ability to gain balance of the models among the three countries. It was found that factors influencing Thailand and Malaysia stock markets were accordingly correlated, opposed from Singapore, which means that the three countries are well-balanced in the long and short run. It may be concluded that the stock markets in the three countries will demonstrate good integration after the ASEAN Trading Linken_US
dc.description.sponsorshipRajamangala University to Technology Prranakhonen_US
dc.language.isothen_US
dc.subjectASEAN exchangeen_US
dc.subjectCapital marketen_US
dc.subjectASEAN economic community : AECen_US
dc.subjectตลาดหลักทรัพย์เอเชียen_US
dc.titleAnalysis of long-term relationship among stock markets from ASEAN trading linkage: after integrationen_US
dc.title.alternativeการวิเคราะห์ความสัมพันธ์ระยะยาวระหว่างตลาดหลักทรัพย์จากการเชื่อมโยงตลาดทุนอาเซียน หลังการรวมตัวen_US
dc.typeThesisen_US
dc.contributor.emailauthorarit@rmutp.ac.th


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