Volatility contagion in selected six Asian countries: evidence from country debt risk and determinant indicators

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Volatility contagion in selected six Asian countries: evidence from country debt risk and determinant indicators

Volatility contagion has become a trend of financial crisis research ever since the outbreak of 2007 Sub-prime crisis in the US. Existing contagion studies are either too sector-based, or focus on specific financial product so there is a lack of comprehensive study to incorporate multiple indicators...

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Bibliographic Details
Main Authors:	Lee, See-Nie, Cheng, Fan-Fah, Hooy, Chee-Wooi, Yahya, Mohamed Hisham Dato Haji
Format:	Article
Language:	English
Published:	2017
Online Access:	http://psasir.upm.edu.my/id/eprint/63694/ http://psasir.upm.edu.my/id/eprint/63694/1/Volatility%20contagion%20in%20selected%20six%20Asian%20countries.pdf

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