coint_test

HSI

(Hong Kong)

0.0852^***

0.0352^***

−0.0012^***

0.0025

−0.0128^***

0.0001^**

−4.8887^***

(4.8808)

(35.7615)

(−2.5819)

(1.0858)

(−3.3065)

(2.5469)

JCI

−0.1326^***

0.0767^***

−0.0014^*

−0.0058

−0.0187^***

0.0001^*

−6.3073^***

(Indonesia)

(−4.4583)

(26.5222)

(−1.7486)

(−0.9252)

(−5.3569)

(1.8782)

SENSEX30

0.5890^***

−0.0042^***

−0.0007^*

0.0005

−0.0063^***

0.0000^**

−5.0152^***

(India)

(92.4974)

(−4.4882)

(−1.8440)

(1.0156)

(−4.7652)

(2.2457)

KOSPI

0.8689^***

−0.0183^***

−0.0014^**

0.0033

−0.0129^***

0.0001^***

−5.7283^***

(South Korea)

(34.4788)

(−10.2512)

(−2.1282)

(0.9855)

(−5.2456)

(2.6221)

KLCI

0.2773^***

0.0193^***

−0.0033^***

−0.0040

−0.0293^***

0.0002^***

−7.5807^***

(Malaysia)

(12.1227)

(11.6152)

(−3.5795)

(−0.8991)

(−6.9609)

(3.5538)

PSI

0.4798^***

0.0023

0.0004

−0.0050

−0.0450^***

−0.0000

−9.3198^***

(Philippine)

(32.8765)

(1.463)

−0.5715

(−0.4835)

(−9.9864)

(−0.5831)

SET

0.5759^***

0.0046^***

−0.0034^***

0.0251^***

−0.0677^***

0.0002^***

−11.5384^***

(Thailand)

(32.4591)

(3.3268)

(−3.2438)

(4.4559)

(−10.9694)

(3.2778)