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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Dettagli Bibliografici
Autore principale: Guimaraes-Filho, Roberto
Altri autori: Hong, Gee Hee
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2016.
Serie:IMF Working Papers; Working Paper ; No. 2016/057
Accesso online:Full text available on IMF

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