Tianqi Luo


  • | Papers and Briefs | Economics Working Papers

    Asymmetric Spillovers in ASEAN Bond Markets

    This study aims to estimate and evaluate the intensity and directionality of bond market connectedness between Association of Southeast Asian Nations (ASEAN) and major regional and global markets and to identify factors impacting the interconnectedness dynamics among these markets.
  • | Papers and Briefs | Economics Working Papers

    Effect of Macroprudential Policies on Sovereign Bond Markets: Evidence from the ASEAN-4 Countries

    The paper investigates the effect of prudential policies on sovereign bond vulnerability to global spillover risk in ASEAN-4 countries (Indonesia, Malaysia, the Philippines, and Thailand).