Spillovers and connectedness between Chinese and ASEAN stock markets during bearish and bullish market statuses
Year of publication: |
2024
|
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Authors: | Yousaf, Imran ; Mensi, Walid ; Vo Xuan Vinh ; Kang, Sang Hoon |
Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 19.2024, 10, p. 2661-2690
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Subject: | Quantile spillovers | Tail connectedness | ASEAN stocks | Asymmetry | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | ASEAN-Staaten | ASEAN countries | China | Internationale Wirtschaftsbeziehungen | International economic relations |
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