Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Stock market linkages in emerging Asia-Pacific markets Subject The topic of the resource Cointegration; Stock market integration; Variance decomposition analysis; Vector error correction model Description An account of the resource This study examines the stock market integration among major stock markets of emerging Asia-Pacific economies, viz. India, Malaysia, Hong Kong, Singapore, South Korea, Taiwan, Japan, China, and Indonesia. The Johansen and Juselius multivariate cointegration test, Granger causality/Block exogeneity Wald test based on the vector error correction model (VECM) approach, and variance decomposition analysis were used to investigate the dynamic linkages between markets. Cointegration test confirmed a well-defined long-run equilibrium relationship among the major stock markets, implying that there exists a common force, such as arbitrage activity, which brings these stock markets together in the long run. The results of Granger causality/Block exogeneity Wald test based on VECM and variance decomposition analysis revealed the stock market interdependencies and dynamic interactions among the selected emerging Asia-Pacific economies. This result implies that investors can gain feasible benefits from international portfolio diversification in the short run. On the whole, the study results suggest that although long-term diversification benefits from exposure to these markets might be limited, short-run benefits might exist due to substantial transitory fluctuations. The Author(s) 2013. Creator An entity primarily responsible for making the resource Palamalai S.; Kalaivani M.; Devakumar C. Source A related resource from which the described resource is derived SAGE Open, Vol-3, No. 4 Publisher An entity responsible for making the resource available SAGE Publications Inc. Date A point or period of time associated with an event in the lifecycle of the resource 2013-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.1177/2158244013514060" target="_blank" rel="noreferrer noopener">https://doi.org/10.1177/2158244013514060</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-84907909088&amp;doi=10.1177%2F2158244013514060&amp;partnerID=40&amp;md5=3b772451cb87dd06cc9a2880dd59acd9" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-84907909088&amp;doi=10.1177%2f2158244013514060&amp;partnerID=40&amp;md5=3b772451cb87dd06cc9a2880dd59acd9</a> Rights Information about rights held in and over the resource All Open Access; Gold Open Access Relation A related resource ISSN: 21582440 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Palamalai S., Christ University, Bangalore, Karnataka, India; Kalaivani M., MGR College of Arts and Sciences, Hosur, Krishnagiri, Tamil Nadu, India; Devakumar C., Christ University, Bangalore, Karnataka, India