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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Main Authors: | Ngoc, Mien Nguyen Thi, Son, Tung Mai |
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Format: | text |
Published: |
Animo Repository
2021
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Subjects: | |
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 |
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