000			01950nam a2200229 4500
999			_c383171 _d383171
003			APU
005			20200812040703.0
008			200812b2019 xxu||||| |||| 00| 0 eng d
050			_aPG-24-0129
100	0		_aMAGGIE FU MEI ZHI (TP045144) _946113
245	1	0	_aSPILLOVER EFFECT OF CHINESE EXPORT ON ASEAN-5 STOCK MARKETS USING MARKOV REGIME SHIFTING MODEL / _cMAGGIE FU MEI ZHI.
260			_aKuala Lumpur : _bAsia Pacific University, _c2019.
300			_a57 pages : _billustrations ; _c30 cm.
502			_aA 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			_aChina 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	_aExport controls _zChina. _946114
650		0	_aFinance _xMathematical models. _946115
650		0	_aFinancial risk _xMathematical models. _946116
650		0	_aCapital market _xMathematical models. _946117
700	0		_aMr. Tan Kok Kiang _eSupervisor. _946118
942			_2lcc _cUndergraduate Theses