Description of variables
| Variables | Stock market indices | Location |
|---|---|---|
| Thai | Bangkok SET | Thailand |
| Malay | FTSE Bursa Malaysia Top 100 | Malaysia |
| Sing | Straits Times Index | Singapore |
| Indo | IDX Composite | Indonesia |
| Phi | Philippines Stock Exchange I (PSEI) | Philippines |
| Viet | Hochiminh Stock Exchange Vietnam All Share | Vietnam |
| India | Standard and Poor's BSE (Sensex) 30 Sensitive | India |
| Hong | Hang Seng | Hong Kong |
| China | Shanghai Stock Exchange A Share | China |
| Japan | Nikkei 225 Stock Average | Japan |
| Korea | Korea Stock Exchange Composite (KOSPI) | Korea |
| Aus | Standard and Poor's/Australian Stock Exchange 200 | Australia |
| New | Standard and Poor's/NZX 50 | New Zealand |
| USA | Standard and Poor's 500 Composite | United States |
| Variables | Stock market indices | Location |
|---|---|---|
| Thai | Bangkok SET | Thailand |
| Malay | FTSE Bursa Malaysia Top 100 | Malaysia |
| Sing | Straits Times Index | Singapore |
| Indo | IDX Composite | Indonesia |
| Phi | Philippines Stock Exchange I (PSEI) | Philippines |
| Viet | Hochiminh Stock Exchange Vietnam All Share | Vietnam |
| India | Standard and Poor's BSE (Sensex) 30 Sensitive | India |
| Hong | Hang Seng | Hong Kong |
| China | Shanghai Stock Exchange A Share | China |
| Japan | Nikkei 225 Stock Average | Japan |
| Korea | Korea Stock Exchange Composite (KOSPI) | Korea |
| Aus | Standard and Poor's/Australian Stock Exchange 200 | Australia |
| New | Standard and Poor's/NZX 50 | New Zealand |
| USA | Standard and Poor's 500 Composite | United States |