The Impact of COVID-19 on the Connectedness of Stock Index in ASEAN+3 Economies

This paper explores the impact of the COVID-19 pandemic on the connectedness of stock indexes in the group of developed and emerging economies known as the ASEAN+3. We derived our empirical findings from the Diebold and Yilmaz (DY12) and Baruník and Křehlík (BK18) spillover methods, using daily data...

Descripción completa

Detalles Bibliográficos

Autores principales:	Mukhriz Izraf Azman Aziz, Norzalina Ahmad, Jin Zichu, Safwan Mohd Nor
Formato:	Artigo
Lenguaje:	Inglês
Publicado:	MDPI AG 2022-04-01
Colección:	Mathematics
Materias:	stock index return volatilities connectedness COVID-19 ASEAN+3
Acceso en línea:	https://www.mdpi.com/2227-7390/10/9/1417
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!