Template-Type: ReDIF-Article 1.0 
Author-Name: Hassanudin Mohd Thas Thaker
Author-Email:  hassanfinance21@yahoo.com
Author-Workplace-Name: Faculty of Business and Management, UCSI University, Malaysia
Title: COVID-19, Mobility, and Stock Markets Performance - Evidence From ASEAN-5
Abstract:  Time-series and time frequency domain analyses were used to examine the impact of mobility in ASEAN-5 stock markets. Using daily data, most markets (except for two) were found to have a long-run association with mobility. We found no Granger causality in the short run, except for two markets. The frequency domain analysis revealed strong co-movement between mobility and stock markets performance, as the impact of mobility can be seen over the longer period with the emergence of different COVID-19 variants. These findings offer further understanding on the impact of mobility-based causes on designing better investment strategies and policies.
Classification-JEL:  A1 ,C32,G10 ,G11
Keywords:  COVID-19, Mobility, Stock markets, Co-movement, ASEAN
Journal:  Asian Economics Letters
Pages: 1-6
Volume: 3
Issue: 4
Year:  2023
DOI:  2023/03/09
File-URL:  https://a-e-l.scholasticahq.com/api/v1/articles/37963-covid-19-mobility-and-stock-markets-performance-evidence-from-asean-5.pdf
File-Format:  Application/pdf
Handle: RePEc:ayb:jrnael:80