Watch Your Neighbor: A Volatility Spillover in ASEAN-5 Stock Exchange
In the process of financial markets integration, this research was conducted to investigate the phenomenon of the transmission of stock return volatility among stock market in five ASEAN countries. Those were Indonesia, Singapore, Malaysia, Philippines, and Thailand. The research was important becau...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Bina Nusantara University
2019-03-01
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| Series: | Binus Business Review |
| Subjects: | |
| Online Access: | https://journal.binus.ac.id/index.php/BBR/article/view/5400 |