The world's largest free trade agreement RCEP and its financial markets - A perspective on volatility and risk
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More about this item
Keywords
ARCH models; trade policy; RCEP; event analysis; financial risk;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- F13 - International Economics - - Trade - - - Trade Policy; International Trade Organizations
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fields
This paper has been announced in the following NEP Reports:- NEP-INT-2023-09-25 (International Trade)
- NEP-RMG-2023-09-25 (Risk Management)
- NEP-SEA-2023-09-25 (South East Asia)
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