Economic policy uncertainty of China and investment opportunities: a tale of ASEAN stock markets

• Main Authors: Mohd Thas Thaker, Hassanudin, Mohd Thas Thaker, Mohamed Asmy, Sakti, Muhammad Rizky Prima, Sifat, Imtiaz, Allah Pitchay, Anwar, Iqbal Hussain, Hafezali
• Format: Article
• Language: English; English
• Published: Emerald Publishing Limited 2022
• Subjects: H Social Sciences (General)
• Online Access: http://irep.iium.edu.my/103629/2/103629_Economic%20policy%20uncertainty%20of%20China_SCOPUS.pdf; http://irep.iium.edu.my/103629/3/103629_Economic%20policy%20uncertainty%20of%20China.pdf; http://irep.iium.edu.my/103629/; https://www.emerald.com/insight/content/doi/10.1108/JEFAS-04-2021-0032/full/pdf?title=economic-policy-uncertainty-of-china-and-investment-opportunities-a-tale-of-asean-stock-markets
• Institution: Universiti Islam Antarabangsa Malaysia

Purpose – The purpose of this paper is to examine the effect of economic policy uncertainty (EPU) of China on investment opportunities in five ASEAN economies. Design/methodology/approach – This paper employs advanced empirical approaches, such as Multivariate DCC-GARCH and Continuous Wavelet Trans...