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.
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