The interconnectedness between COVID-19 uncertainty and stock market returns in selected ASEAN countries
Chinmaya Behera and Badri Narayan Rath
| Year of publication: |
2023
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| Authors: | Behera, Chinmaya ; Rath, Badri Narayan |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 59.2023, 2, p. 515-527
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| Subject: | ASEAN | COVID-19 uncertainty | dynamic connectedness | stock returns | volatility spillover | Westerlund-Narayan predictability test | ASEAN-Staaten | ASEAN countries | Coronavirus | Volatilität | Volatility | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Risiko | Risk | Börsenkurs | Share price | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2022.2096434 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013548072