Do Indian economic activities impact ASEAN-5 stock markets?
This study examines the dynamic linkages of ASEAN-5 with India based on a multivariate framework. DCC-MGARCH model was used to assess the presence of contagion effects and herding behaviour, indicated by the dynamic conditional correlations. The var -Granger causality test was employed to capture...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2015
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| Online Access: | http://journalarticle.ukm.my/9592/1/jeko_49%282%29-6.pdf http://journalarticle.ukm.my/9592/ http://www.ukm.my/fep/jem/current.html |
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