Transmission of Volatility across Asia-Pacific Stock Markets: Is There a Pattern?
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DOI: 10.1177/2277975216676118
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Cited by:
- Hsiang-Hsi Liu & Chien-Kuo Tseng, 2022. "Common Components in Co-integrated System and Its Estimation and Application: Evidence from Five Stock Markets in Asia-Pacific Chinese Region," Bulletin of Applied Economics, Risk Market Journals, vol. 9(2), pages 101-121.
- Paolo Massimo Buscema & Francesca Della Torre & Giulia Massini & Guido Ferilli & Pier Luigi Sacco, 2023. "Reconstructing the Emergent Organization of Information Flows in International Stock Markets: A Computational Complex Systems Approach," Computational Economics, Springer;Society for Computational Economics, vol. 62(1), pages 49-89, June.
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Keywords
Volatility; spillover; financial contagion; bivariate EGARCH; volatility pattern.;All these keywords.
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