The Impact of COVID-19 on the Connectedness of Stock Index in ASEAN+3 Economies

The Impact of COVID-19 on the Connectedness of Stock Index in ASEAN+3 Economies

This paper explores the impact of the COVID-19 pandemic on the connectedness of stock indexes in the group of developed and emerging economies known as the ASEAN+3. We derived our empirical findings from the Diebold and Yilmaz (DY12) and Baruník and Křehlík (BK18) spillover methods, using daily data...

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Bibliographic Details
Main Authors: Mukhriz Izraf Azman Aziz, Norzalina Ahmad, Jin Zichu, Safwan Mohd Nor
Format: Article
Language:English
Published: MDPI AG 2022-04-01
Series:Mathematics
Subjects:
stock index return
volatilities
connectedness
COVID-19
ASEAN+3
Online Access:https://www.mdpi.com/2227-7390/10/9/1417

Internet

https://www.mdpi.com/2227-7390/10/9/1417

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