The interconnectedness between COVID-19 uncertainty and stock market returns in selected ASEAN countries
Year of publication: |
2023
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Authors: | Behera, Chinmaya ; Rath, Badri Narayan |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 59.2023, 2, p. 515-527
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Subject: | ASEAN | COVID-19 uncertainty | dynamic connectedness | stock returns | volatility spillover | Westerlund-Narayan predictability test | Coronavirus | ASEAN-Staaten | ASEAN countries | Kapitaleinkommen | Capital income | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Risiko | Risk | Aktienmarkt | Stock market |
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