Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?
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DOI: 10.1016/j.iref.2024.02.065
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More about this item
Keywords
ASEAN-4 bond markets; COVID-19; Spillover; Uncertainty; Volatility;All these keywords.
JEL classification:
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- J11 - Labor and Demographic Economics - - Demographic Economics - - - Demographic Trends, Macroeconomic Effects, and Forecasts
- M48 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Government Policy and Regulation
- N25 - Economic History - - Financial Markets and Institutions - - - Asia including Middle East
- O11 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development
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