Regional And International Linkages Of The Asean-5 Stock Markets: A Multivariate Garch Approach
This paper examines the linkages among the ASEAN-5 stock exchanges, and their relationship with the Hong Kong and U.S. markets by using the multivariate GARCH approach for the period before and after the global financial crisis. The mean and volatility spillover effects are analysed. The mean, pa...
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| 主要な著者: | , |
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| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
Asian Academy of Management (AAM)
2016
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| 主題: | |
| オンライン･アクセス: | http://eprints.usm.my/37433/1/aamjaf120116_03.pdf http://eprints.usm.my/37433/ http://web.usm.my/journal/aamjaf/12-1-3-2016.html |
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