Does high volatility increase connectedness? A study of Asian equity markets
TFP Wiesen, OB Adekoya, J Oliyide… - International Review of …, 2024 - Elsevier
Financial market integration metrics based upon variance decompositions from vector
autoregression (VAR) models have become quite popular, and prior literature shows how …
autoregression (VAR) models have become quite popular, and prior literature shows how …
Exploring global financial interdependencies among ASEAN-5, major developed and developing markets
The outbreak of the virus in early 2020 led to widespread market volatility and significant
declines in stock prices. The importance of the ASEAN-5 markets has emerged as a result of …
declines in stock prices. The importance of the ASEAN-5 markets has emerged as a result of …
Can fourth industrial revolution assets provide diversification benefits for traditional sectoral stocks? Evidence from China
X Su, Y Zhao - Pacific-Basin Finance Journal, 2024 - Elsevier
This study examines the connectedness between the Fourth Industrial Revolution assets
and traditional sectoral stocks in China to determine whether there exist diversification …
and traditional sectoral stocks in China to determine whether there exist diversification …
Spillover effects and network connectedness among stock markets: evidence from the US and Asia
CY Kuo, SM Chiang - Review of Quantitative Finance and Accounting, 2024 - Springer
We investigate return spillover effects and depict a connectedness network among US and
Asian stock markets, comparing the spillovers during three crisis sub-periods and the entire …
Asian stock markets, comparing the spillovers during three crisis sub-periods and the entire …