Directional spillover effects between ASEAN and world stock markets
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DOI: 10.1016/j.mulfin.2019.100592
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More about this item
Keywords
ASEAN stock markets; Financial market contagion; Directional spillover index; Global financial crisis; DECO;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- F65 - International Economics - - Economic Impacts of Globalization - - - Finance
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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