Search Results - subject:"ASEAN stock markets"

Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets

Hooi Hooi Lean; Al-Khazali, Osamah; Gleason, Kimberly; … - In: International review of economics & finance : IREF 90 (2024), pp. 167-186

Persistent link: https://www.econbiz.de/10014446895

Profit, cash flow, and leverage : the case of ASEAN stock market performance during the COVID-19 pandemic

Abbas, Yulianti; Nainggolan, Yunieta Anny - In: Journal of accounting in emerging economies : JAEE 13 (2023) 5, pp. 898-921

Persistent link: https://www.econbiz.de/10014427722

Directional spillover effects between ASEAN and world stock markets

Kang, Sang Hoon; Uddin, Mohammed Gazi Salah; Troster, Victor - In: Journal of multinational financial management 52/53 (2019), pp. 1-20

Persistent link: https://www.econbiz.de/10012314802

Contagion Effects of US Subprime Crisis on ASEAN-5 Stock Markets: Evidence from MGARCH-DCC Application

Chunxiu, Ma; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014

We attempted to investigate the contagion effects of the US subprime crisis on ASEAN-5 stock markets [including Malaysia (conventional and Islamic), Thailand, Singapore, Indonesia, Philippines] by applying MGARCH-DCC through the period of January 1, 2004 to July 5, 2012 on daily stock indices...

Persistent link: https://www.econbiz.de/10011112957

Co-movement of ASEAN stock markets : new evidence from wavelet and VMD-based copula tests

Jiang, Yonghong; Nie, He; Monginsidi, Joe Yohanes - In: Economic modelling 64 (2017), pp. 384-398

Persistent link: https://www.econbiz.de/10011761283

Analyzing the contribution of ASEAN stock markets to systemic risk

Roengchai Tansuchat; Woraphon Yamaka; Kritsana Khemawanit; … - In: Robustness in econometrics, (pp. 649-666). 2017

Persistent link: https://www.econbiz.de/10011802003

International Diversification Benefits in ASEAN Stock Markets: a Revisit

Lim, Kian-Ping; Lee, Hock-Ann; Liew, Venus Khim-Sen - EconWPA - 2003

five ASEAN stock markets together in the long run. In this case, the shocks from any of these five markets may spillover to … stock markets integration is their strong economic ties, especially intra-ASEAN trade and investment that has indirectly … not benefit from an investment made across the countries in this ASEAN region. One possible explanation for this intra-ASEAN …

Persistent link: https://www.econbiz.de/10005413036

Financial Integration Through Equity Markets and the Role of Exchange Rate: Evidence from ASEAN-5 Countries

Janor, Hawati; Ali, Ruhani; Shaharudin, Roselee Shah - In: Asian Academy of Management Journal of Accounting and … 3 (2007) 1, pp. 77-92

This study explores equity market integration for five major ASEAN countries: Malaysia, Singapore, Thailand, Philippines and Indonesia. The motivation emanated from the fact that these countries have been implementing financial reforms in their attempt to promote economic efficiency. By applying...

Persistent link: https://www.econbiz.de/10010579153

Testing for Non-Linearity in ASEAN Financial Markets

Lim, Kian-Ping; Liew, Venus Khim-Sen - EconWPA - 2003

With abounding evidence of non-linearity in financial markets of developed countries, this study attempts to narrow the gap in the literature of ASEAN countries, with a focus on the foreign exchange and stock markets. The outcomes of our econometric investigation using the Hinich bispectrum test...

Persistent link: https://www.econbiz.de/10005134733

Diagnosing shocks in stock markets of southeast Asia, Australia, and New Zealand

Chan, W.S; Liu, W.N - In: Mathematics and Computers in Simulation (MATCOM) 59 (2002) 1, pp. 223-232

Relatively infrequent but important events such as wars, natural disasters, currency crises, and changes of political leaders can have important effects on stock market performance. In this article, we are interested in determining the importance of large shocks in stock markets of southeast...

Persistent link: https://www.econbiz.de/10010750050