Spillover Effect of US Monetary Policy to ASEAN Stock Market

This study analyzes the spillover effects of the US monetary policy on the ASEAN stock market with Markov switching model and investigates differences in empirical results of each country from ASEAN member. The results of this study have important implications for asset price allocation, specificall...

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Veröffentlicht in:	Jurnal Economia 2019-10, Vol.15 (2), p.232-242
Hauptverfasser:	Hindrayani, Aniek, Putri, Fadikia K, Puspitasari, Inda F
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
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