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The Co-Integration of Indonesian Capital Markets to Asean Capital Markets After the Covid-19 Pandemic

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ASEAN capital markets remain co-integrated after the pandemic, indicating stability in regional investments.
The analysis showed significant responses of IHSG to KLSE, STI, SETI, and PSEI, affecting short-term and long-term investment strategies.
Utilizing the VECM method within the daily data period provides insights into market behaviors post-COVID-19.
Future research should consider extending the data duration for more robust application of the VECM method.

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Quantitative analysis reveals ongoing co-integration of Indonesian capital markets with ASEAN, suggesting continuity in investment opportunities.

Sundoro et al. (2025) studied this question.

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Quantitative analysis reveals ongoing co-integration of Indonesian capital markets with ASEAN, suggesting continuity in investment opportunities.