Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets

Author:

Lean Hooi HooiORCID,Alkhazali Osamah M.,Gleason Kimberley,Yeap Xiu Wei

Funder

Universiti Sains Malaysia

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference67 articles.

1. Economic uncertainty and the effectiveness of monetary policy;Aastveit;Working Paper, Norges Bank Research,2013

2. Members of the bank. Asian infrastructure Investment Bank,2021

3. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions;Antonakakis;Journal of Risk and Financial Management,2020

4. Measuring economic policy uncertainty;Baker,2013

5. Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach;Balcilar;Resources Policy,2021

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