Asia Pacific University Library catalogue


SPILLOVER EFFECT OF CHINESE EXPORT ON ASEAN-5 STOCK MARKETS USING MARKOV REGIME SHIFTING MODEL / (Record no. 383171)

000 -LEADER
fixed length control field 01950nam a2200229 4500
003 - CONTROL NUMBER IDENTIFIER
control field APU
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20200812040703.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 200812b2019 xxu||||| |||| 00| 0 eng d
050 ## - LIBRARY OF CONGRESS CALL NUMBER
Classification number PG-24-0129
100 0# - MAIN ENTRY--PERSONAL NAME
Personal name MAGGIE FU MEI ZHI (TP045144)
9 (RLIN) 46113
245 10 - TITLE STATEMENT
Title SPILLOVER EFFECT OF CHINESE EXPORT ON ASEAN-5 STOCK MARKETS USING MARKOV REGIME SHIFTING MODEL /
Statement of responsibility, etc MAGGIE FU MEI ZHI.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Kuala Lumpur :
Name of publisher, distributor, etc Asia Pacific University,
Date of publication, distribution, etc 2019.
300 ## - PHYSICAL DESCRIPTION
Extent 57 pages :
Other physical details illustrations ;
Dimensions 30 cm.
502 ## - DISSERTATION NOTE
Dissertation note A project submitted in partial fulfillment of the requirements of Asia Pacific University of Technology and Innovation for the degree of B.Sc (Hons) in Actuarial Studies (UC3F1902ACS).
520 ## - SUMMARY, ETC.
Summary, etc China as the second largest economy supposes to produce spillover effect on the emerging market economies especially the ASEAN nations. The main objective of this paper is to study the spillover effect of the Chinese export on the ASEAN-5 stock markets. In this paper, multivariate Markov-Switching Intercept Autoregressive Heteroscedasticity (MSIAH) model is employed to analyze the linkage between Chinese export and the ASEAN-5 stock markets over the sample period of August 2000 to December 2018. The monthly data have been analyzed using EViews. Their correlation is also strong and positive. The findings report that the spillover effects of China export on ASEAN-5 stock markets is significant. There is positive relationship between Chine export and the stock markets for both regime. The conclusion can be made is China exports should be one of the important factors in determining the stock price in ASEAN-5 stock markets.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Export controls
Geographic subdivision China.
9 (RLIN) 46114
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance
General subdivision Mathematical models.
9 (RLIN) 46115
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial risk
General subdivision Mathematical models.
9 (RLIN) 46116
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Capital market
General subdivision Mathematical models.
9 (RLIN) 46117
700 0# - ADDED ENTRY--PERSONAL NAME
Personal name Mr. Tan Kok Kiang
Relator term Supervisor.
-- 46118
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type Undergraduate Theses
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Use restrictions Not for loan Collection code Home library Current library Shelving location Date acquired Total Checkouts Full call number Barcode Date last seen Copy number Koha item type
Not Withdrawn Available   Not Damaged Restricted access Not for loan Undergraduate Theses APU Library APU Library Reference Collection 12/08/2020   PG-24-0129 00017792 12/08/2020 1 Reference