Modeling dependence structure of evidence from ASEAN-5 stock market patterns

• المؤلفون الرئيسيون: Pattamon Pongkongkaew, Satawat Wannapan, Prasert Chaitip, Chukiat Chaiboonsri
• التنسيق: دورية
• منشور في: 2020
• الموضوعات: Business, Management and Accounting; Economics, Econometrics and Finance
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85084754494&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/70286

© 2020, Universita Putra Malaysia. This paper was proposed to focus on the dependence structure of economics cycles (economic booms and recessions) among ASEAN-5 stock indexes which were the Philippines stock market (The Philippines Composite index: PSEi), Indonesia Stock market (Jakarta Composite I...