Analysis of ASEAN’s Stock Returns and/or Volatility Distribution under the Impact of the Chinese EPU: Evidence Based on Conditional Kernel Density Approach
This paper analyzes the entire distribution of stock market returns/volatility in five emerging markets (ASEAN5) and figures out the conditional distribution of the CHI_EPU index. The aim is to examine the impact of CHI_EPU on the stock returns/volatility density of ASEAN5 markets. It also examined...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Korea Institute for International Economic Policy
2023-03-01
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| Series: | East Asian Economic Review |
| Subjects: |