Dynamic Connectedness of Asian Equity Markets is popular PDF and ePub book, written by Roberto Guimarães-Filho in 2016-03-10, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Dynamic Connectedness of Asian Equity Markets can be Read Online from any device for your convenience.
Dynamic Connectedness of Asian Equity Markets Book PDF Summary
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-à-vis other major global markets. Using time-varying connectedness measures, we address the following questions: (1) How has connectedness in asset returns and volatilities changed over time? Do markets become more connected during crises periods? (2) Which markets are major sources and major recipients of shocks? Has there been a shift in terms of the net shock givers and shock receivers (directional connectedness over time)? Finally, we investigate the connectedness between China’s equity markets and other countries’ equity markets since August 2015 to highlight the growing importance of emerging market economies, particularly China, as sources of shocks.
Detail Book of Dynamic Connectedness of Asian Equity Markets PDF
- Author : Roberto Guimarães-Filho
- Release : 10 March 2016
- Publisher : International Monetary Fund
- ISBN : 9781513573700
- Genre : Business & Economics
- Total Page : 36 pages
- Language : English
- PDF File Size : 8,5 Mb
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