EPU of China and investment opportunities: A tale of Asean stock markets
This paper reports findings on the effect of Economic Policy Uncertainty (EPU) in China on investment opportunities in five ASEAN countries. Upon employing multivariate DCC-GARCH tests along with Wavelet Coherence approach on monthly data from 2003 to 2019, we find the Malaysian stock market to be...
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| Main Authors: | , , , , , |
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| Format: | Article |
| Published: |
Emerald
2020
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| Subjects: | |
| Online Access: | http://eprints.sunway.edu.my/1445/ |
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| Institution: | Sunway University |