Contagion effects in ASEAN-5 exchange rates during the Covid-19 pandemic
Year of publication: |
2022
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Authors: | Nur Ain Shahrier |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-17
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Subject: | ASEAN | Contagion | Covid-19 | Currency linkages | Exchange rates | Vector error correction model | Wavelet analysis | Wechselkurs | Exchange rate | Coronavirus | Kointegration | Cointegration | ASEAN-Staaten | ASEAN countries | Schätzung | Estimation | Epidemie | Epidemic | Wirkungsanalyse | Impact assessment | Ansteckungseffekt | Contagion effect | Volatilität | Volatility |
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