Covıd-19: Fınancıal Spıllover To Emergıng Asıa’s Fınancıal Markets
This paper aims to investigate the role of China compared to the US in transmitting spillover to ASEAN-5 countries (or vice versa) during COVID-19 recession. It uses the DECO GARCH model of Engle & Kelly (2012) to see the dynamic correlation between indexes and the spillover index by Diebold and...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
University of Brawijaya
2022-12-01
|
| Series: | APMBA (Asia Pacific Management and Business Application) |
| Subjects: | |
| Online Access: | https://apmba.ub.ac.id/index.php/apmba/article/view/596 |