Narrow search
Showing 1 - 10 of 7,917
Cover Image
The vitality of beta in the ASEAN stock markets
Aumeboonsuke, Vesarach - In: Investment management and financial innovations 11 (2014) 3, pp. 81-86
Persistent link: https://www.econbiz.de/10010512180
Cover Image
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
Cover Image
The volatility model of the ASEAN stock indexes
Singagerda, Faurani Santi; Septarina, Linda; Sanusi, Anuar - In: Investment management and financial innovations 16 (2019) 1, pp. 226-238
Persistent link: https://www.econbiz.de/10012056146
Cover Image
Early Warning System in ASEAN Countries Using Capital Market Index Return : Modified Markov Regime Switching Model
Wahyudi, Imam - 2013
. Countries in Southeast region (ASEAN), including Indonesia, Malaysia, Philippine, Singapore, and Thailand are some of the … warning system of economic crises. This paper tries to investigate movement in ASEAN (Indonesia, Malaysia, Philippine …
Persistent link: https://www.econbiz.de/10013093709
Cover Image
How the ASEAN Exchanges integration affects firms' position on the ASEAN Link and abnormal returns : evidence from Thailand
Nattawoot Koowattanatianchai; Kulkunya Prayarach - In: International journal of economics and business research 11 (2016) 1, pp. 58-82
Persistent link: https://www.econbiz.de/10011589219
Cover Image
Diversification across ASEAN-wide sectoral and national equity returns
Balli, Faruk; Balli, Hatice Ozer; Luu, Mong Ngoc - In: Economic modelling 41 (2014), pp. 398-407
Persistent link: https://www.econbiz.de/10010440683
Cover Image
Portfolio optimization from a Copulas-GJR-GARCH-EVT-CVAR model : empirical evidence from ASEAN stock indexes
Sang Phu Nguyen; Toan Luu Duc Huynh - In: Quantitative finance and economics 3 (2019) 3, pp. 562-585
Persistent link: https://www.econbiz.de/10012176618
Cover Image
Forecasting methods for safeguarding ASEAN-5 stock exchanges during extreme volatility
Chukiat Chaiboonsri; Prasert Chaitip - In: International journal of trade and global markets 10 (2017) 1, pp. 123-130
Persistent link: https://www.econbiz.de/10011722940
Cover Image
Macroeconomic variables and stock market returns : panel analysis from selected ASEAN countries
Nurasyikin Jamaludin; Ismail, Shahnaz; Manaf, Syamimi Ab - In: International journal of economics and financial issues … 7 (2017) 1, pp. 37-45
Persistent link: https://www.econbiz.de/10011784401
Cover Image
Time-varying dependence structures of equity markets of China, ASEAN and the USA
Li, Baoxia; Zeng, Zhi - In: Applied economics letters 25 (2018) 2, pp. 87-91
Persistent link: https://www.econbiz.de/10011853697