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The ASEAN stock market performance and economic policy uncertainty in the United States
Sum, Vichet - In: Economic papers : a journal of applied economics and policy 32 (2013) 4, pp. 512-521
Persistent link: https://www.econbiz.de/10010259469
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Stock market co-movement in ASEAN and China
Hooi Hooi Lean; Smyth, Russell - In: Emerging markets and the global economy, (pp. 603-622). 2014
Persistent link: https://www.econbiz.de/10010434619
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Oil price shocks and stock markets in ASEAN-5
Koh, Wee Chian - In: Southeast Asian journal of economics 3 (2015) 1, pp. 143-164
Persistent link: https://www.econbiz.de/10011452277
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Modelling volatility spillovers from the US equity market to ASEAN stock markets
Xuan Vinh Vo; Tran Thi Tuan Anh - In: Pacific-Basin finance journal 59 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012231221
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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
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Dynamic correlation analysis in the ASEAN equity markets during 2009-2018
Aumeboonsuke, Vesarach - In: Investment management and financial innovations 16 (2019) 2, pp. 249-259
Persistent link: https://www.econbiz.de/10012122261
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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
Ur Rahman, Mohib; Ullah, Irfan; Zeb, Aurang - 2023
This paper analyzes the entire distribution of stock market returns/volatility in five emerging markets (ASEAN5) and … returns/volatility density of ASEAN5 markets. It also examined whether changes in CHI_EPU explain returns at higher or lower …-parametric conditional density estimation approach. The results indicate that CHI_EPU diminishes stock returns and augments volatility in …
Persistent link: https://www.econbiz.de/10014356109
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Economic policy uncertainty of China and investment opportunities : a tale of ASEAN stock markets
Hassanudin Bin Mohd Thas Thaker; Mohamed Asmy Mohd Thas … - In: Journal of economics, finance & administrative science 27 (2022) 54, pp. 277-293
Purpose - The purpose of this paper is to examine the effect of economic policy uncertainty (EPU) of China on investment opportunities in five ASEAN economies. Design/methodology/approach - This paper employs advanced empirical approaches, such as Multivariate DCC-GARCH and Continuous Wavelet...
Persistent link: https://www.econbiz.de/10014339123
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Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets
Hooi Hooi Lean; Al-Khazali, Osamah; Gleason, Kimberly; … - In: International review of economics & finance : IREF 90 (2024), pp. 167-186
Persistent link: https://www.econbiz.de/10014446895
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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