Duy Duong; Toan Luu Duc Huynh - In: Financial innovation : FIN 6 (2020) 4, pp. 1-26
determining the dependence structure in ASEAN stock markets. Drawing on the emerging ASEAN equity returns of six countries from … to explain these co-movements. Among all research return pairs, the dependence between Vietnam and other ASEAN equity … indices has the lowest value. Meanwhile, all couples show left- and right- tail dependence by each pair for pre- and post …