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
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...
Saved in:
Main Authors: | Acuña, Maria Charizza, Coronel, Ernest Joseph, Cortez, Margarita Lauren, Julio, Nathalie Raika |
---|---|
Format: | text |
Language: | English |
Published: |
Animo Repository
2022
|
Subjects: | |
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 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | De La Salle University |
Language: | English |
Similar Items
-
Forecasting value-at-risk during crises in select ASEAN stock market indices through GARCH-EVT models
by: Balmaceda, Janelle Fatima A., et al.
Published: (2022) -
Equity risk premium in ASEAN: Analysis on its puzzle, behavior and effect of selected macroeconomic variables
by: Moron, Katherine Villalobos
Published: (2016) -
A comparative analysis of the performance of machine learning models for predicting stock prices from the years 2012 to 2022: Evidence from the ASEAN 5 stock market indices
by: Dhanani, Sameer D., et al.
Published: (2023) -
The impacts of oil price shocks on the stock market index of the ASEAN-4 countries from January 2012 to October 2022: An analysis
by: Banzon, Miguel Enrico V., et al.
Published: (2023) -
Examining financial performance of ASEAN REITs from 2020-2022
by: Chon, Lorenz Dominick Santos, et al.
Published: (2022)