Dynamic co-movement and spillover between the stock market and the foreign exchange market in ASEAN-5
The trade openness and lower barrier for the capital flows have increased the interdependence between the stock market and the foreign exchange market. This study examines the co-movement between the markets in ASEAN-5 member countries (Malaysia, the Philippines, Indonesia, Singapore, and Thailand)...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2022
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| Online Access: | https://eprints.nottingham.ac.uk/66581/ |