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Rozita Saadan

: MSc in Finance (2013), International Islamic University Malaysia Bachelor of Business Administration (Hons)(Finance) (2009), Universiti Teknologi Mara

Room: C30 (South Building)
Tel: +44 (0) 115 84

Current Status: Writing up
Year of Registration: 2014
Expected Completion Date: /09/2017

Primary Funding Source:
Ministry of Education of Malaysia

Research Topic:
The linkages and spillover of stock markets in emerging economies

Research Details:
This study aims at examining long-run relationships and short-run dynamic causal linkages between the Association of Southeast Asian Nations (ASEAN) emerging stock markets and the selected advanced stock markets specifically, the United States (US), the United Kingdom and Japan, with the specific consideration regarding the 2007-2009 US financial crisis. By extending the previous studies, comparative analyses of pre-crisis, during crisis, and post-crisis periods are conducted to extensively assess how stock market integration is influenced by financial crises. It is of interest to investigate whether the long-run cointegration relationships and short-run causal linkages among these markets were strengthened or not around the crises period.

Research Supervisor/s: Ye Bai and Rodion Skovoroda

Division: Industrial Economics and Finance

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