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