The Effect of COVID-19 Pandemic on Volatility Transmission Between the U.S. and Emerging Asia Stock Markets: A Case Study of Tiger Cub Economies

The globalization in financial markets has highlighted the importance of a clear understanding of volatility transmission among equity markets in different countries. This paper looks into the effect of the COVID-19 pandemic on the volatility transmission between the U.S. stock market and five emerg...

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Bibliographic Details
Main Authors: Ngoc, Mien Nguyen Thi, Son, Tung Mai
Format: text
Published: Animo Repository 2021
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Online Access:https://animorepository.dlsu.edu.ph/apssr/vol21/iss4/15
https://animorepository.dlsu.edu.ph/context/apssr/article/1414/viewcontent/RA_2014.pdf
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Institution: De La Salle University