Dynamic Connectedness of Asian Equity Markets /

Understanding how markets are connected and shocks are transmitted is an important issue for policymakers and market participants. In this paper, we examine the connectedness of Asian equity markets within the region and vis-a-vis other major global markets. Using time-varying connectedness measures...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Guimaraes-Filho, Roberto
Muut tekijät: Hong, Gee Hee
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 2016.
Sarja:IMF Working Papers; Working Paper ; No. 2016/057
Linkit:Full text available on IMF