Analyzing the contribution of ASEAN stock markets to systemic risk

• المؤلفون الرئيسيون: Roengchai Tansuchat, Woraphon Yamaka, Kritsana Khemawani, Songsak Sriboonchitta
• التنسيق: Book Series
• منشور في: 2018
• الموضوعات: Agricultural and Biological Sciences
• 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
• المؤسسة: Chiang Mai University

© 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...