Spillover Effect of Global Financial Cycle To Asset Markets in Asean-5 Countries: A Structural VAR Approach

Keyphrases

• 2008 Financial Crisis 11%
• ASEAN-5 33%
• ASEAN-5 Countries 33%
• Asset Markets 100%
• Asset Prices 22%
• Association of Southeast Asian Nations (ASEAN) 100%
• Autoregressive Approach 11%
• Capital Flows 11%
• Cash Flow Volatility 11%
• Credit Growth 11%
• Emerging Asian Economies 11%
• Equity Prices 22%
• Global Factors 11%
• Global Financial Cycle 100%
• Heterogeneous Response 11%
• Indonesia-Malaysia Relations 11%
• Investor Risk Aversion 11%
• Philippines 11%
• Property Prices 22%
• Risk Aversion 11%
• Risk Measures 11%
• Shock 33%
• Short-term Investment 11%
• Singapore 11%
• Small Open Economy 11%
• Spillover Effect 100%
• Structural VAR 100%
• Structural Vector Autoregressive 11%
• Thailand 11%
• Uncertainty Aversion 11%
• Uncertainty Measure 11%

Economics, Econometrics and Finance

• Asian Economy 25%
• Credit 25%
• Emerging Economies 25%
• Financial Crisis 25%
• Investors 25%
• Price 100%
• Real Estate Price 50%
• Small Open Economy 25%
• Spillover Effect 100%
• Volatility 25%