Volatility spillover effect of pan-asia’s property portfolio markets
This study assesses the spillover effect of the listed property companies that cover pan-Asian countries, namely Malaysia, Thailand, Indonesia, Singapore, Vietnam, South Korea, Japan, China, the Philippines, and Hong Kong. The impact of market integration will create a spillover effect to the countr...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021
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Subjects: | |
Online Access: | http://eprints.utm.my/94507/1/MuhammadNajibRazali2021_VolatilitySpilloverEffectofPanAsia.pdf |