Monetary policy and stock market volatility in ASEAN5: asymmetries over bull and bear markets

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Monetary policy and stock market volatility in ASEAN5: asymmetries over bull and bear markets

This paper examines the asymmetric response of stock market volatility to monetary policy over bull and bear market periods in ASEAN5 countries (Malaysia, Indonesia, Singapore, the Philippines and Thailand) using the well-tested pooled mean group (PMG) technique. Bull and bear markets are identified...

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Bibliographic Details
Main Authors:	Zare, Roohollah, Mohamed, Azali, Habibullah, Muzafar Shah
Format:	Article
Language:	English
Published:	Elsevier 2013
Online Access:	http://psasir.upm.edu.my/id/eprint/28402/ http://psasir.upm.edu.my/id/eprint/28402/1/Monetary%20policy%20and%20stock%20market%20volatility%20in%20ASEAN5.pdf

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