Dynamic Connectedness of Asian Equity Markets
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Citations
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Cited by:
- Sehgal, Sanjay & Pandey, Piyush & Diesting, Florent, 2017. "Examining dynamic currency linkages amongst South Asian economies: An empirical study," Research in International Business and Finance, Elsevier, vol. 42(C), pages 173-190.
- Jonathan E. Ogbuabor & God’stime O. Eigbiremolen & Gladys C. Aneke & Manasseh O. Charles, 2018. "Measuring the dynamics of APEC output connectedness," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 32(1), pages 29-44, May.
- Zaghum Umar & Oluwasegun Babatunde Adekoya & Mariya Gubareva & Sabri Boubaker, 2024.
"Returns and volatility connectedness among the Eurozone equity markets,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3103-3122, July.
- Z. Umar & O.B. Adekoya & M. Gubareva & Sabri Boubaker, 2023. "Returns and Volatility Connectedness among the EurozoDne Equity Markets," Post-Print hal-04434044, HAL.
- Jamel Boukhatem & Zied Ftiti & Jean Michel Sahut, 2021. "Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis," Annals of Operations Research, Springer, vol. 297(1), pages 53-76, February.
- Carlos León & Geun-Young Kim & Constanza Martínez & Daeyup Lee, 2017.
"Equity markets’ clustering and the global financial crisis,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1905-1922, December.
- León, C. & Kim, Geun-Young & Martínez, Constanza & Lee, Daeyup, 2016. "Equity Markets’ Clustering and the Global Financial Crisis," Other publications TiSEM e5c31b4d-dc83-4d3e-9a73-b, Tilburg University, School of Economics and Management.
- León, C. & Kim, Geun-Young & Martínez, Constanza & Lee, Daeyup, 2016. "Equity Markets’ Clustering and the Global Financial Crisis," Discussion Paper 2016-016, Tilburg University, Center for Economic Research.
- Carlos León & Geun-Young Kim & Constanza Martínez & Daeyup Lee, 2016. "Equity Markets’ Clustering and the Global Financial Crisis," Borradores de Economia 937, Banco de la Republica de Colombia.
- Boonlert Jitmaneeroj & John Ogwang, 2016. "An Empirical Analysis of Sovereign Credit Risk Co-movement between Japan and ASEAN Countries," Journal of Economics and Behavioral Studies, AMH International, vol. 8(4), pages 6-16.
- Dahiru A. Balaa & Taro Takimotob, 2017. "Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 17(1), pages 25-48, March.
- Kim, Young Min & Lee, Seojin, 2023. "Spillover shifts in the FX market: Implication for the behavior of a safe haven currency," The North American Journal of Economics and Finance, Elsevier, vol. 65(C).
- Sheheryar Malik & Ms. TengTeng Xu, 2017. "Interconnectedness of Global Systemically-Important Banks and Insurers," IMF Working Papers 2017/210, International Monetary Fund.
- Babajide Fowowe & Mohammed Shuaibu, 2016.
"Dynamic spillovers between Nigerian, South African and international equity markets,"
International Economics, CEPII research center, issue 148, pages 59-80.
- Fowowe, Babajide & Shuaibu, Mohammed, 2016. "Dynamic spillovers between Nigerian, South African and international equity markets," International Economics, Elsevier, vol. 148(C), pages 59-80.
- Kangogo, Moses & Volkov, Vladimir, 2021. "Dynamic effects of network exposure on equity markets," Working Papers 2021-03, University of Tasmania, Tasmanian School of Business and Economics.
- Pym Manopimoke & Suthawan Prukumpai & Yuthana Sethapramote, 2018.
"Dynamic Connectedness in Emerging Asian Equity Markets,"
International Symposia in Economic Theory and Econometrics, in: Banking and Finance Issues in Emerging Markets, volume 25, pages 51-84,
Emerald Group Publishing Limited.
- Pym Manopimoke & Suthawan Prukumpai & Yuthana Sethapramote, 2018. "Dynamic Connectedness in Emerging Asian Equity Markets," PIER Discussion Papers 82, Puey Ungphakorn Institute for Economic Research.
- International Monetary Fund, 2017. "Philippines: Selected Issues," IMF Staff Country Reports 2017/335, International Monetary Fund.
- Su, Xianfang, 2020. "Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Muhammad Anas & Ghulam Mujtaba & Sadaf Nayyar & Saira Ashfaq, 2020. "Time-Frequency Based Dynamics of Decoupling or Integration between Islamic and Conventional Equity Markets," JRFM, MDPI, vol. 13(7), pages 1-27, July.
- Tsukuda, Yoshihiko & Shimada, Junji & Miyakoshi, Tatsuyoshi, 2017. "Bond market integration in East Asia: Multivariate GARCH with dynamic conditional correlations approach," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 193-213.
- Kangogo, Moses & Volkov, Vladimir, 2022. "Detecting signed spillovers in global financial markets: A Markov-switching approach," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Lien, Donald & Lee, Geul & Yang, Li & Zhang, Yuyin, 2018. "Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 187-201.
- Yang Liu & Xueqing Yang & Mei Wang, 2021. "Global Transmission of Returns among Financial, Traditional Energy, Renewable Energy and Carbon Markets: New Evidence," Energies, MDPI, vol. 14(21), pages 1-32, November.
- Wajdi Moussa & Azza Bejaoui & Nidhal Mgadmi, 2021. "Asymmetric Effect and Dynamic Relationships Between Stock Prices and Exchange Rates Volatility," Annals of Data Science, Springer, vol. 8(4), pages 837-859, December.
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Keywords
WP; consumer goods; financial spillovers; Asia financial integration; financial linkages; stock market; vector autoregression; China's equity market movement; equity return; spillovers from China; equity market spillover; market monitoring; equity markets return; China's economy; stock market volatility; equity price; spillovers from China to Hong Kong; China's equity markets; equity market boom; Stock markets; Global financial crisis of 2008-2009; Emerging and frontier financial markets; Financial integration; Stocks; Global; Asia and Pacific;All these keywords.
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