The effect of contagion on stock market development in the Asean 5: A seemingly unrelated regression analysis
The aim of this paper is to empirically examine the effect of contagion from the United States stock market on stock market development in ASEAN-5 countries. By using data from 1990-2014, Seemingly Unrelated Regression estimation results show that the contagion effect from the United States was disp...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Allied Business Academies
2018
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/25442/1/AAFSJ%2022%204%202018%201%207.pdf |