Directional spillover effects between ASEAN and world stock markets
Year of publication: |
2019
|
---|---|
Authors: | Kang, Sang Hoon ; Uddin, Mohammed Gazi Salah ; Troster, Victor ; Yoon, Seong-min |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 52/53.2019, p. 1-20
|
Subject: | ASEAN stock markets | DECO | Directional spillover index | Financial market contagion | Global financial crisis | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | ASEAN-Staaten | ASEAN countries | Internationaler Finanzmarkt | International financial market | Welt | World | Ansteckungseffekt | Contagion effect | Börsenkurs | Share price |
-
Al-Hajieh, Heitham, (2023)
-
Spillover effect in Asian financial markets : a VAR-structural GARCH analysis
Wang, Yu, (2016)
-
Contagion effect of natural disaster and financial crisis events on international stock markets
Lee, Kuo-Jung, (2018)
- More ...
-
Hanif, Waqas, (2021)
-
Bitcoin as hedge or safe haven : evidence from stock, currency, bond and derivatives markets
Kang, Sang Hoon, (2020)
-
Multi-scale causality and extreme tail inter-dependence among housing prices
Kang, Sang Hoon, (2018)
- More ...