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 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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書目詳細資料
Main Authors:	Ngoc, Mien Nguyen Thi, Son, Tung Mai
格式:	text
出版:	Animo Repository 2021
主題:	volatility transmission DCC-GARCH Tiger Cub economies COVID-19 emerging market
在線閱讀:	https://animorepository.dlsu.edu.ph/apssr/vol21/iss4/31 https://animorepository.dlsu.edu.ph/context/apssr/article/1457/viewcontent/RA_2014.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	De La Salle University

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