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Browsing by Subject "banking sector stocks; conditional asymmetry; spillover; dynamic correlation"

Browsing by Subject "banking sector stocks; conditional asymmetry; spillover; dynamic correlation"

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  • Mensah, J.O.; Premaratne, G. (IRCHSS-2018 and Faculty of Humanities and Social Sciences, University of Sri Jayewardenepura, 2018-11)
    Over the past decades, ASEAN countries have made wide-ranging commitments and concerted efforts to achieve greater financial integration. Despite these efforts, the extant literature on equity market integration does not ...

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