Macroeconomic Risk and Growth in the Southeast Asian Countries: Insight from SEA

• Main Authors: Barnett, William A, Sergi, Bruno S
• Format: eBook
• Language: English
• Published: Bingley Emerald Publishing Limited 09.11.2023
• Edition: 1
• Subjects: Economic development
• ISBN: 9781837972852; 1837972850
• ISSN: 1571-0386
• DOI: 10.1108/S1571-0386202333B

ASEAN economies have much insight to offer the world, from investor behaviour during COVID-19, and deep-rooted attitudes towards risk and corruption, to achievement of the Sustainable Development Goals through the gender perspective.

Table of Contents:

• 4.5 The Discussion of Debt Policy and Risk Hypothesis -- 4.6 The Discussion of Dividend and Risk Hypothesis -- 4.7 The Discussion of Exogenous Variable Test Result -- 5. Conclusion -- References -- Chapter 8: Investor Behaviour During COVID-19 Pandemic: Do They Herding? -- 1. Introduction -- 2. Literature Review -- 2.1 The COVID-19 Outbreak and Its Impact -- 2.2 COVID-19 and Investor Behaviour -- 2.3 Herding -- 3. Research Method -- 4. Result -- 5. Conclusion and Suggestions -- References -- Chapter 9: CO2 Emissions, Population, Tourism, Oil Consumption, and Corruption: Evidence from ASEAN 5 Developing Countries -- 1. Introduction -- 2. Literature Review, Research Framework, and Hypothesis -- 2.1 Literature Review -- 2.2 Research Framework -- 2.3 Hypothesis -- 3. Research Methodology -- 3.1 Fixed-Effect -- 3.2 Random-Effect -- 3.3 Classical Assumption Test -- 4. Results and Discussion -- 4.2 Hausman Test -- 4.3 Multicollinearity Test -- 4.4 Heteroscedasticity -- 5. Conclusion -- References -- Chapter 10: Capital, Liquidity, Profitability, and Credit Risk Nexus: A Panel VAR Study on Selected Developing Countries -- 1. Introduction -- 2. Literature Review -- 3. Data and Methodology -- 4. Result and Discussion -- 4.1 Descriptive Statistics and Correlation -- 4.2. PVAR Estimation -- 4.3 Diagnostic Check -- 4.4 Impulse Response and Forecast Error Variance Decomposition -- 4.5 Robustness Check -- 5. Conclusion -- References -- Chapter 11: VaR Model for Managing Market Risk of Portfolio -- 1. Introduction -- 2. Methodology -- 3. Research Methodology -- 3.1 Simulation Step -- 3.2 Research Result -- 3.2.1 Probability Default -- 3.2.2 Asset Correlation Matrix -- 3.2.3 The Histogram of Loss Distribution -- 4. Conclusion -- References -- Index
• Intro -- Halftittle Page -- Series Page -- Title Page -- Copyright Page -- Contents -- About the Contributors -- Preface -- Chapter 1: A Bibliometric Analysis on Risk Reporting: A Systematic Literature Review -- 1. Introduction -- 1.1 Problem Formulation -- 2. Risk Reporting Definition -- 2.1 Concept of Risk -- 2.2 Risk Reporting -- 3. Methodology -- 3.1 Defining Search Keywords -- 3.2 Initial Search Results -- 3.3 Results After Search Refinement -- 3.4 Compiling Preliminary Data -- 3.5 Data Analysis -- 4. Results and Discussion -- 5. Conclusion -- References -- Chapter 2: Financial Performance and Corporate Governance: Its Effect on Market Performance -- 1. Introduction -- 2. Literature Review -- 2.1 Financial Performance -- 2.2 Corporate Governance -- 2.3 Market Performance -- 3. Hypothesis and Research Method -- 3.1 Current Ratio, Quick Ratio, and Stock Return -- 3.2 Debt to Equity Ratio, Debt to Asset Ratio, and Stock Return -- 3.3 Board Size, Independent Board of Commissioners, and Stock Return -- 4. Research Method -- 5. Result and Discussion -- 5.1 Descriptive Statistics Analysis -- 5.2 Regression Results -- 5.3 The Effect of CR on SR -- 5.4 The Effect of QR on SR -- 5.5 The Effect of DER on SR -- 5.6 The Effect of DAR on SR -- 5.7 The Effect of BS on SR -- 5.8 The Effect of BOC on SR -- 5.9 The Effect of Free Cash Flow, Firm Size, Firm Growth, and Firm Age on SR -- 5.10 Robustness Testing -- 6. Discussion -- 7. Conclusion -- 8. Limitations and Future Research Directions -- References -- Chapter 3: Disruptive Innovation Disclosure Practices and Application of Stakeholder Theory -- 1. Introduction -- 2. Literature Review, Theories, and Hypotheses -- 2.1. Literature Review -- 2.2 Stakeholder Concept -- 2.3 Shareholders -- 2.4 Employees -- 2.5 Customer -- 2.6 Supplier -- 3. Research Methods -- 3.1. Data -- 3.2 Variable Measurement
• 3.3 Dependent Variable -- 3.4 Independent Variable -- 3.4 Control variable -- 4. Result and Discussion -- 5. Conclusion -- References -- Chapter 4: The Prospect and Volatility of Stock Prices in Aviation Business -- 1. Introduction -- 2. Research Method and Design -- 3. Result and Implications -- 3.1 ARIMA Procedure -- 3.2 Forecasting the Future of Airline Companies -- 3.3 Aviation Business Strategic Preparation -- 4. Conclusion -- References -- Chapter 5: Financial Performance and Ownership Structure: Influence on Firm Value Through Leverage -- 1. Introduction -- 2. Literature Review and Hypothesis -- 2.1 Literature Review of Firm Value -- 2.2 Fundamental Performance of the Company -- 2.3 Leverage (Optimum Capital Structure) -- 2.4 Good Corporate Governance and Firm Value -- 3. Methodology -- 4. Result and Discussion -- 4.1 Descriptive statistics -- 4.2 Result -- 4.3 Path Analysis -- 5. Conclusion -- References -- Chapter 6: Achievement of Sustainable Development Goals in Gender Mainstreaming Through the Gender and Development Perspective -- 1. Introduction -- 2. Materials and Methods -- 3. Result and Discussion -- 4. Conclusion -- References -- Chapter 7: Institutional Ownership, Dividend Policy, Debt Policy, and Risk: An Analysis of Simultaneous Equation -- 1. Introduction -- 2. The Theory and Hypothesis Development -- 2.1 The Interdependency of Institutional Ownership, Debt Policy, Dividend Policy, and the Risk -- 3. Research Method -- 3.1. Data and Sample -- 3.2. The Research Variables -- 4. Results and Discussion -- 4.1. The Hypothesis Discussion of Institutional Ownership and Dividend Policy -- 4.2. The Discussion of Institutional Ownership and Debt Policy Hypothesis -- 4.3 The Discussion of Debt Policy and Dividend Policy Hypothesis -- 4.4 The Discussion of Institutional and Risk Hypothesis