Contemporaneous and lagged connectedness among international categorical economic policy uncertainty and ASEAN-5 stock markets: Do policy uncertainty sources and determinants matter?

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Title: Contemporaneous and lagged connectedness among international categorical economic policy uncertainty and ASEAN-5 stock markets: Do policy uncertainty sources and determinants matter?
Authors: Hoque, Mohammad Enamul1,2 (AUTHOR) enamul.hoque@bracu.ac.bd, Soo-Wah, Low3 (AUTHOR) swlow@ukm.edu.my, Tee, Lain-Tze4 (AUTHOR) jrtee@ukm.edu.my, Uddin, Md. Akther5 (AUTHOR) aktherpu@gmail.com, Kew, Si-Roei4 (AUTHOR) srkew@ukm.edu.my, Billah, Mabruk6 (AUTHOR) sbillah@pmu.edu.sa, Bilgili, Faik7 (AUTHOR) fbilgili@erciyes.edu.tr
Source: Financial Innovation. 3/2/2026, Vol. 12 Issue 1, p1-36. 36p.
Database: Business Source Ultimate
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ISSN:21994730
DOI:10.1186/s40854-025-00895-5