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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
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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
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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
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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
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Analysis of ASEAN's stock returns and/or volatility distribution under the impact of the Chinese EPU : evidence based on conditional kernel density approach
Rahman, Mohib Ur; Zeb, Aurang; Ullah, Irfan - In: East Asian economic review 27 (2023) 1, pp. 33-60
Persistent link: https://www.econbiz.de/10015046119
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General asymmetric stochastic volatility models using range data : estimation and empirical evidence from emerging equity markets
Asai, Manabu; Unite, Angelo A. - In: Applied financial economics 20 (2010) 13/15, pp. 1041-1049
Persistent link: https://www.econbiz.de/10009010308
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Long-term trends and cycles in ASEAN stock markets
Sharma, Subhash Chandra; Wongbangpo, Praphan - In: Review of financial economics : RFE 11 (2002) 4, pp. 299-315
Persistent link: https://www.econbiz.de/10001743617
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The Sources of Country and Industry Variations in ASEAN Stock Returns
Chong, Terence Tai-Leung - 2015
This paper examines the possible determinants for the sources of variation in ASEAN stock returns across financial … crises. Using a comprehensive data of 4043 firms from six ASEAN countries and 40 industries, we find that lagged country … return and concentration are among the determinants explaining the country factors in the region, while size proved to be the …
Persistent link: https://www.econbiz.de/10013019249
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Impact of News Related to COVID-19 on Stock Market Returns in Five Major ASEAN Countries
Rahadian, Dadan; Nurfitriani, Wina - 2022
The sudden tightening of global finances, unprecedented and dominating news of how negative COVID-19 is has affected the global monetary, and how pessimistic the public sentiment towards the COVID-19 virus pandemic is itself has caused uncertainty in the stock market. The purpose of this study...
Persistent link: https://www.econbiz.de/10013293360
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Understanding market reaction to COVID-19 monetary and fiscal stimulus in major ASEAN countries
Rizvi, Syed Aun Raza; Juhro, Solikin M.; Narayan, … - In: Bulletin of monetary economics and banking 24 (2021) 3, pp. 313-334
Persistent link: https://www.econbiz.de/10012664854