Khan, Maaz; Khan, Mrestyal; Kayani, Umar Nawaz; Mughal, … - In: International Journal of Financial Studies : open … 11 (2023) 3, pp. 1-21
This study investigates the returns spillovers across the equity markets of Asian emerging economies (China, India, Indonesia, Malaysia, Pakistan, Philippines, South Korea, Taiwan, and Thailand). To achieve this objective, we used two different spillover methodologies (DY 2012 and BK 2018)....
