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...
محفوظ في:
المؤلفون الرئيسيون: | Roengchai Tansuchat, Woraphon Yamaka, Kritsana Khemawani, Songsak Sriboonchitta |
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التنسيق: | Book Series |
منشور في: |
2018
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الموضوعات: | |
الوصول للمادة أونلاين: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012868270&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/46695 |
الوسوم: |
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مواد مشابهة
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Analyzing the contribution of ASEAN stock markets to systemic risk
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