Teng, Kee Tuan; Yen, Siew Hwa; Chua, Soo Y.; Lean, Hooi Hooi - In: Contemporary Economics 10 (2016) 2, pp. 137-152
This study attempts to investigate the evolution of dynamic linkages and volatility spillover between the five countries of the Association of Southeast Asian Nations (ASEAN-5) stock markets and China's economic activities. By using the movements and structural breaks of the time-varying...