Measuring the effectiveness of ASEAN-5 initiatives from emerging market portfolio’s perspective

Keyphrases

• ASEAN Economic Community 100%
• ASEAN-5 100%
• Portfolio Perspective 100%
• Market Portfolio 100%
• Singapore 40%
• Philippines 40%
• Thailand 40%
• Association of Southeast Asian Nations (ASEAN) 40%
• Capital Markets 40%
• Post-crisis Period 40%
• Equity Markets 40%
• Volatility Spillover 40%
• Indonesia 20%
• Indonesia-Malaysia Relations 20%
• Foreign Ownership 20%
• Malaysia 20%
• ASEAN Countries 20%
• Volatility 20%
• Indonesian Stock Market 20%
• Indonesian Economy 20%
• Post-crisis 20%
• Pre-crisis 20%
• Granger Causality 20%
• Weekly Data 20%
• DCC-GARCH 20%
• Diversification Benefits 20%
• Market Turmoil 20%
• Investment Restrictions 20%
• Diversification Rates 20%
• Community Initiatives 20%
• High Integration 20%
• Mean-variance Framework 20%

Social Sciences

• Emerging Market 100%
• Economics Community 100%
• Crisis 100%
• Volatility 60%
• Indonesia 60%
• Malaysia 40%
• Singapore 40%
• Thailand 40%
• Philippines 40%
• Spillover Effect 40%
• Variance 20%
• Investors 20%
• Generalized Autoregressive Conditional Heteroskedasticity 20%
• Stock Market 20%
• Community Initiative 20%
• Granger-Causality 20%

Economics, Econometrics and Finance

• Emerging Economies 100%
• ASEAN Economic Community 100%
• Market Portfolio 100%
• Volatility 60%
• Spillover Effect 40%
• Capital Market 40%
• Measure of Dispersion 20%
• Investors 20%
• Causality Analysis 20%
• Generalized Autoregressive Conditional Heteroskedasticity 20%
• Foreign Ownership 20%