Equity risk premium in ASEAN: Analysis on its puzzle, behavior and effect of selected macroeconomic variables

• Main Author: Moron, Katherine Villalobos
• Format: text
• Published: Animo Repository 2016
• Subjects: Stocks—Southeast Asia; Stocks—Prices—Southeast Asia; Risk—Southeast Asia; Business; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/faculty_research/10898
• Institution: De La Salle University

This paper aims to mainly investigate equity risk premiums of the six major members of ASEAN countries such as Indonesia, Malaysia, Philippines, Singapore, Thailand and Vietnam which are selected based on their stock market development and data availability. It has focused on the three different iss...