Bamba, Meera; Jindal, Komal; Aggarwal, Mamta; Aastha, Gupta, - In: Thailand and the world economy 41 (2023) 3, pp. 185-209
This study investigates the cross-market interdependence among Asia-Pacific countries through dynamic herding spillover … are China, Japan, South Korea, India, the US, and Thailand. Results of the study depict herding spillover and co … is showing herding spillover from Japan and a co-movement with Thailand only. Moreover, one-way herding spillover is …