Volatility transmission between ASEAN-5 stock exchanges : an approach in the context of China's stock market crash
Rui Manuel Dias, Nuno Teixeira, Pedro Pardal, Teresa Godinho
| Year of publication: |
2023
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|---|---|
| Authors: | Dias, Rui ; Teixeira, Nuno ; Pardal, Pedro ; Godinho, Teresa |
| Published in: |
International journal of corporate finance and accounting : IJCFA. - Hershey, Pa. : IGI Global, ISSN 2334-4636, ZDB-ID 2797986-6. - Vol. 10.2023, 1, p. 1-17
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| Subject: | Arbitrage | ASEAN-5 | Comovements | GARCH Models | Portfolio Diversification | Risk Transmission | StockMarket Crash | Volatility | Volatilität | China | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Börsenhandel | Stock exchange trading | Börsenkurs | Share price | Internationaler Finanzmarkt | International financial market | Schätzung | Estimation | ASEAN-Staaten | ASEAN countries | Risiko | Risk |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4018/IJCFA.319711 [DOI] hdl:11159/654565 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015050644