Economic policy uncertainty of China and investment opportunities: a tale of ASEAN stock markets

Economic policy uncertainty of China and investment opportunities: a tale of ASEAN stock markets

Purpose – The purpose of this paper is to examine the effect of economic policy uncertainty (EPU) of China on investment opportunities in five ASEAN economies. Design/methodology/approach – This paper employs advanced empirical approaches, such as Multivariate DCC-GARCH and Continuous Wavelet Transf...

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Bibliographic Details
Main Authors: Hassanudin Mohd Thas Thaker, Mohamed Asmy Mohd Thas Thaker, Muhammad Rizky Prima Sakti, Imtiaz Sifat, Anwar Allah Pitchay, Hafezali Iqbal Hussain
Format: Article
Language:English
Published: Emerald Publishing 2022-12-01
Series:Journal of Economics Finance and Administrative Science
Subjects:
Economic policy uncertainty
Investment
ASEAN markets
Stock markets
GARCH
Wavelet
Online Access:https://www.emerald.com/insight/content/doi/10.1108/JEFAS-04-2021-0032/full/pdf

Internet

https://www.emerald.com/insight/content/doi/10.1108/JEFAS-04-2021-0032/full/pdf

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