Effects of volatilities on property sector indices of ASEAN-6 pre, during, and after the Global Financial Crisis and during the COVID-19 pandemic from 2006 to 2022

• Main Authors: Acuña, Maria Charizza, Coronel, Ernest Joseph, Cortez, Margarita Lauren, Julio, Nathalie Raika
• Format: text
• Language: English
• Published: Animo Repository 2022
• Subjects: Stocks—Prices—Southeast Asia; Real property—Southeast Asia; Stock price indexes—Southeast Asia; Global Financial Crisis, 2008-2009; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etdb_finman/52; https://animorepository.dlsu.edu.ph/context/etdb_finman/article/1054/viewcontent/Effects_of_Volatilities2_on_Property_Sector_Indices_of_ASEAN_6_Pre.pdf
• Institution: De La Salle University

This paper analyzed the effects of volatilities, specifically in terms of their magnitude and direction on ASEAN-6 property market index returns spanning from the Global Financial Crisis until the COVID-19 pandemic from 2006 to 2022. The study also tackled whether COVID-19 waves had a significant im...