The effect of us yield spreads on bank index performance in ASEAN

Name: Anong Pongpisarnsakul

keyword: US yield spread

; Bank index performance

; Causality to ASEAN

; Inverse yield curve

Abstract: The U.S. treasury yield has a causality impact on ASEAN differently. About two-thirds of U.S. yield spread change statistics significantly affect Singapore yield spread instantaneously. The bank index performance of Singapore and Vietnam is unrelated to the U.S. yield spread during historical data covering January 2012 to January 2023. The inverse U.S. yield spread due to inflation controlling after covid-19 expansion policy does not reveal any significant impact on the ASEAN market deviate from the past in the short run

Thammasat University. Thammasat University Library

Address: BANGKOK

Email: preserv@tu.ac.th

Name: Pantisa Pavabutr

Role: advisor

Created: 2022

Modified: 2023-11-30

Issued: 2023-11-30

วิทยานิพนธ์/Thesis

application/pdf

DOI: 10.14457/TU.the.2022.522

eng

DegreeName: Master of Science

Level: Master's Degree

Descipline: Finance

Grantor: Thammasat University

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