Analyzing the contribution of ASEAN stock markets to systemic risk

© Springer International Publishing AG 2017. In this paper, seven stock markets from six countries (Thailand, Malaysia, Indonesia, Vietnam, the Philippines, and Singapore) and their risk contribution to ASEAN stock system are investigated using the Component Expected Shortfall approach. Prior to com...

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Main Authors: Tansuchat R., Yamaka W., Khemawani K., Sriboonchitta S.
格式: Book Series
出版: 2017
在線閱讀:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012868270&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/40768
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