Do Indian economic activities impact ASEAN-5 stock markets?

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Do Indian economic activities impact ASEAN-5 stock markets?

This study examines the dynamic linkages of ASEAN-5 with India based on a multivariate framework. DCC-MGARCH model was used to assess the presence of contagion effects and herding behaviour, indicated by the dynamic conditional correlations. The var -Granger causality test was employed to capture...

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Bibliographic Details
Main Authors:	Teng, Kee Tuan, Yean, Siew Hwa, Soo, Y. Chua, Hooi, Hooi Lean
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2015
Online Access:	http://journalarticle.ukm.my/9592/ http://journalarticle.ukm.my/9592/1/jeko_49%282%29-6.pdf

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