Uddin, Mohammed Gazi Salah; Yahya, Muhammad; Park, Donghyun - 2023
affecting spillover effects. This study derives a risk spillover measure based on the attributes of static and dynamic spillover … Korea), and major global markets (the European Union, the United Kingdom, and the United States). We aim to examine risk …. We find complex intra-group return and volatility connectedness among ASEAN-4 markets and moderate inter-group return and …
