Volatility spillover analysis post implementation of AEC 2015 agreement : empirical study on ASEAN-5 stock market
Yunia Panjaitan & Siti Saadah
| Year of publication: |
2018
|
|---|---|
| Authors: | Panjaitan, Yunia ; Saadah, Siti |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 9.2018, 2, p. 105-111
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| Subject: | ASEAN economic community | financial integration | volatility spillover | EGARCH | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ASEAN-Staaten | ASEAN countries | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Regionale Wirtschaftsintegration | Regional economic integration | Marktintegration | Market integration | Börsenkurs | Share price | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5430/ijfr.v9n2p105 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012236629