Monetary policy and stock market volatility in ASEAN5: asymmetries over bull and bear markets
This paper examines the asymmetric response of stock market volatility to monetary policy over bull and bear market periods in ASEAN5 countries (Malaysia, Indonesia, Singapore, the Philippines and Thailand) using the well-tested pooled mean group (PMG) technique. Bull and bear markets are identified...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2013
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/28402/1/Monetary%20policy%20and%20stock%20market%20volatility%20in%20ASEAN5.pdf http://psasir.upm.edu.my/id/eprint/28402/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Putra Malaysia |
| Language: | English |