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In the light of intensifying academic discourses on contemporary religious education in Hong Kong, this paper aims to examine how the interreligious model (i.e. that features teaching religious variety rather than a particular faith) is consistent with Hong Kong’s social context. It begins with a theoretical conceptualization that interreligious education originates from certain preconditions and is only understood contextually. Next, the analysis identifies the preconditions within Hong Kong milieus: sociodemographic, sociocultural and legal.

Theoretically driven case study. The paper analyses Hong Kong's development toward interreligious education.

Albeit most conceptualizing of interreligious education has been conducted in Europe, the study finds the model functional to Hong Kong. Moreover, these preconditions-religious heterogeneity, freedom of religion and secularity – are met, although with their specifics. These preconditions, however, do not imply imperativeness yet rather feasibility if the interreligious model adheres to Hong Kong’s educational aims.

This study develops theoretical lenses for interreligious education in Hong Kong. First, it analyzes religious heterogeneity, freedom of religion and secularity within the Hong Kong milieus and reveals Hong Kong’s capacity to implement the interreligious model. It also advances scholarship on interreligious education in relatively underexplored settings (referring not simply to Hong Kong but to Chinese societies and contemporary Asia).

The study aims is to explore the cointegration level among major Asian stock indices from pre- COVID-19 to post COVID-19 times.

Johansen cointegration test is employed to know the long run relationship among the stock market indices of Hong Kong, Indonesia, Malaysia, Korea, India, Japan, China, Taiwan, Israel and South Korea. The empirical testing was done to analyze whether any significant change has been induced by the COVID-19 pandemic on the cointegrating relationship of the selected markets or not. Through statistics of trace test and maximum eigen value, total number of cointegrating equations present among all the indices during different study periods were analyzed.

The presence of cointegration was found during all the sample periods and the findings suggests that the selected stock markets are associated with each other in general. During COVID-19 crisis period the cointegration level was reduced and again it regained its original level in the next year and again reduced in the subsequent next year. So, the cointegrating relationship among selected stock market indices remains dynamic and no evidence of impact of COVID-19 on this dynamism was found.

The study has explored the level of cointegration among the major stock indices of Asian nations in the pre, during, post-crisis and the most recent periods. The interconnectedness of the stock markets during the COVID-19 times has been compared with similar periods in different years immediately preceding and succeeding the COVID-19 times which has not been done in any of the existing study.