Abstract:The correlation between the capital market of G20 member countries is important to analyze.Depending on a country’s economy, capital market integration may have different effects. A more intensebilateral relationship (trade intensity) can significantly affect the movement of capital market sharesbetween countries. The current research used the Multivariate GARCH Model/DCC-GARCH method. Thecondition of capital market integration before the Indonesian G20 Presidency showed that Indonesia(JKSE) had the strongest … Show more
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