Return and Volatility Spillover Across Equity Markets Between China and Southeast Asian Countries
Language: en
Pages: 16
Authors: Hung Ngo
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Type: BOOK - Published: 2019 - Publisher:

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Purpose - This paper aims to study the daily returns and volatility spillover effects in common stock prices between China and four countries in Southeast Asia
Return and Volatility Spillovers Among the East Asian Equity Markets
Language: en
Pages:
Authors: Kamil Yılmaz
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Type: BOOK - Published: 2009 - Publisher:

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This article examines the extent of contagion and interdependence across the East Asian equity markets since early 1990s and compares the ongoing crisis with ea
Return and Volatility Spillovers Among Asian Stock Markets
Language: en
Pages: 8
Authors: Prashant Mahesh Joshi
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Type: BOOK - Published: 2018 - Publisher:

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The study examines the return and volatility spillover among Asian stock markets in India, Hong Kong, Japan, China, Jakarta, and Korea using a six-variable asym
Volatility Spillover Among Stock Markets in Six Asian Countries and the United States
Language: en
Pages: 22
Authors: Sang Jin Lee
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Type: BOOK - Published: 2009 - Publisher:

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This article examines the volatility spillover effects among six Asian country stock markets and the United States. The six Asian countries are India, Hong Kong
Time-Varying Linkages of Economic Activities in China and the Stock Markets in ASEAN-5
Language: en
Pages: 16
Authors: Kee Teng
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Type: BOOK - Published: 2016 - Publisher:

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This study attempts to investigate the evolution of dynamic linkages and volatility spillover between the five countries of the Association of Southeast Asian N