Effects of international gold market on stock exchange volatility: Evidence from asean emerging stock markets
This paper examines behaviors of returns and volatility of ASEAN emerging stock markets (Indonesia, Malaysia, Philippines, Thailand and Vietnam), incorporating with the effects from the international gold market. The estimates of GARCH(1,1) and GJR(1,1) for these stock markets indicate that the GJR(...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Journal |
| Published: |
2018
|
| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=77953493192&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/49038 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Chiang Mai University |
Be the first to leave a comment!