Contemporaneous and lagged connectedness among international categorical economic policy uncertainty and ASEAN-5 stock markets: Do policy uncertainty sources and determinants matter?

Abstract We explore the spillover among ASEAN-5 stock markets (Malaysia, Singapore, Thailand, the Philippines, and Indonesia) and the categorical economic policy uncertainty (EPU) of three major economies (China, Japan, and the United States), employing an R2 decomposed connectivity approach. Our em...

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Autors principals:	Mohammad Enamul Hoque, Low Soo-Wah, Lain-Tze Tee, Md. Akther Uddin, Si-Roei Kew, Mabruk Billah, Faik Bilgili
Format:	Artigo
Idioma:	Inglês
Publicat:	SpringerOpen 2026-03-01
Col·lecció:	Financial Innovation
Matèries:	Economic policy uncertainty Stock markets Connectedness Global risk factors
Accés en línia:	https://doi.org/10.1186/s40854-025-00895-5
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