Analyzing the contribution of ASEAN stock markets to systemic risk

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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書目詳細資料
Main Authors:	Roengchai Tansuchat, Woraphon Yamaka, Kritsana Khemawani, Songsak Sriboonchitta
格式:	Book Series
出版:	2018
主題:	Agricultural and Biological Sciences
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012868270&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/46695
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