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...

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Hlavní autor: Guimaraes-Filho, Roberto
Další autoři: Hong, Gee Hee
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 2016.
Edice:IMF Working Papers; Working Paper ; No. 2016/057
On-line přístup:Full text available on IMF