The effect of contagion on stock market development in the Asean 5: A seemingly unrelated regression analysis

The aim of this paper is to empirically examine the effect of contagion from the United States stock market on stock market development in ASEAN-5 countries. By using data from 1990-2014, Seemingly Unrelated Regression estimation results show that the contagion effect from the United States was disp...

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Bibliographic Details
Main Authors: Mat Yusoff, Mohd Yushairi, Hassan, Sallahuddin
Format: Article
Language:English
Published: Allied Business Academies 2018
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Online Access:http://repo.uum.edu.my/25442/1/AAFSJ%2022%204%202018%201%207.pdf
http://repo.uum.edu.my/25442/
https://www.abacademies.org/articles/the-effect-of-contagion-on-stock-market-development-in-the-asean5-a-seemingly-unrelated-regression-analysis-7402.html
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Institution: Universiti Utara Malaysia
Language: English