Regional And International Linkages Of The
Asean-5 Stock Markets: A Multivariate Garch
Approach

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Regional And International Linkages Of The Asean-5 Stock Markets: A Multivariate Garch Approach

This paper examines the linkages among the ASEAN-5 stock exchanges, and their relationship with the Hong Kong and U.S. markets by using the multivariate GARCH approach for the period before and after the global financial crisis. The mean and volatility spillover effects are analysed. The mean, pa...

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Bibliographic Details
Main Authors:	Lee, Stan Shun Pinn, Kim, Leng Goh
Format:	Article
Language:	English
Published:	Asian Academy of Management (AAM) 2016
Subjects:	HD28-70 Management. Industrial Management
Online Access:	http://eprints.usm.my/37433/ http://eprints.usm.my/37433/1/aamjaf120116_03.pdf

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