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Table 2 Test of stationary by Dickey-Fuller

From: Tail dependence in emerging ASEAN-6 equity markets: empirical evidence from quantitative approaches

Variables

Original value

t-statistics

Indonesia

−30.579***

Malaysia

−27.437***

Philippines

−31.200***

Singapore

−28.430***

Thailand

−29.469***

Vietnam

−24.208***

  1. *, **, *** significant at 10%, 5% and 1% levels, respectively