Dynamic Connectedness of Asian Equity Markets

Author:

Guimarães-Filho Roberto,Hong Gee Hee, ,

Publisher

International Monetary Fund (IMF)

Subject

General Medicine

Reference11 articles.

1. Macroeconomic Volatility and Stock Market Volatility, World‐Wide*

2. The Influence of Chinese and US Financial Markets on Asia-Pacific;Shu;BIS Papers No. 82,2013

3. Generalized Impulse Response Analysis in Linear Multivariate Models,;Pesaran;Economics Letters,,1998

4. No Contagion, Only Interdependence: Measuring Stock Market Comovements,;Forbes;Journal of Finance,,2002

5. Better to Give than to Receive: Predictive Measurement of Volatility Spillovers,;Diebold;International Journal of forecasting,,2012

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