Dynamic Connectedness of Asian Equity Markets
March 9, 2016
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Format: Chicago
Summary
Subject: Emerging and frontier financial markets, Financial crises, Financial institutions, Financial integration, Financial markets, Global financial crisis of 2008-2009, Stock markets, Stocks
Keywords: Asia and Pacific, Asia financial integration, China's economy, China's equity market movement, China's equity markets, Consumer goods, Emerging and frontier financial markets, Equity market boom, Equity market spillover, Equity markets return, Equity price, Equity return, Financial integration, Financial linkages, Financial spillovers, Global, Global financial crisis of 2008-2009, Market monitoring, Spillovers from China, Spillovers from China to Hong Kong, Stock market, Stock market volatility, Stock markets, Stocks, Vector autoregression, WP
Publication Details
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Pages:
36
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2016/057
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Stock No:
WPIEA2016057
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ISBN:
9781513572451
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ISSN:
1018-5941