The dynamic causality between Chinese and ASEAN stock markets
COVID-19 has caused severe shocks to the Chinese and ASEAN stock markets. This paper investigates the relationship between the Chinese and ASEAN stock markets using the bootstrap rolling-window causality test. The results show that there is a bidirectional Granger causality relationship between the...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2023-12-01
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| Series: | Heliyon |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2405844023101836 |