Volatility Spillover and Risk Measurement of Southeast Asian Financial Markets
Objective: this study aims to examine volatility transmission in ASEAN-5 financial markets during 2019–2023, covering pre-pandemic, pandemic, and post-pandemic phases, to analyze the impact of COVID-19 and other external factors, such as political crises and geopolitical tensions, on these interconn...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Associação Nacional de Pós-Graduação e Pesquisa em Administração (ANPAD)
2025-06-01
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| Series: | BAR: Brazilian Administration Review |
| Subjects: | |
| Online Access: | https://bar.anpad.org.br/index.php/bar/article/view/713 |
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