2 papers
econ.EM2025
Institutional Learning and Volatility Transmission in ASEAN Equity Markets: A Network-Integrated Regime-Dependent Approach
Junlin Yang
This paper investigates how institutional learning and regional spillovers shape volatility dynamics in ASEAN equity markets. Using daily data for Indonesia, Malaysia, the Philippi…
q-fin.ST2025
Institutional Differences, Crisis Shocks, and Volatility Structure: A By-Window EGARCH/TGARCH Analysis of ASEAN Stock Markets
Junlin Yang
This study examines how institutional differences and external crises shape volatility dynamics in emerging Asian stock markets. Using daily stock index returns for Indonesia, Mala…