Dynamic co-movement and spillover between the stock market and the foreign exchange market in ASEAN-5

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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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Bibliographic Details
Main Author:	Te, Kai Shuan
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2022
Subjects:	stock market foreign exchange market Covid-19 investment
Online Access:	https://eprints.nottingham.ac.uk/66581/

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