Spillover Effect of US Monetary Policy to ASEAN Stock Market
Abstract: This study analyzes the spillover effects of the US monetary policy on the ASEAN stock market with Markov switching model and investigates differences in empirical results of each country from ASEAN member. The results of this study have important implications for asset price allocation, s...
| Main Authors: | , , |
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| Format: | Article |
| Language: | Indonesian |
| Published: |
Universitas Negeri Yogyakarta
2019-10-01
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| Series: | Jurnal Economia |
| Subjects: | |
| Online Access: | https://journal.uny.ac.id/index.php/economia/article/view/26314 |