Return and volatility connectedness and net directional patterns in spillover transmissions : East and Southeast Asian equity markets
Cesario Mateus, Miramir Bagirov, Irina Mateus
| Year of publication: |
2024
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|---|---|
| Authors: | Mateus, Cesario ; Bagirov, Miramir ; Mateus, Irina Bezhentseva |
| Published in: |
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1468-2443, ZDB-ID 2034475-2. - Vol. 24.2024, 1, p. 83-103
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| Subject: | Asian markets | contagion | COVID-19 | directional return spillovers | financial crisis | market integration | market linkage | return connectedness | vector autoregression | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Marktintegration | Market integration | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | VAR-Modell | VAR model | Ostasien | East Asia | Volatilität | Volatility | Kapitaleinkommen | Capital income | Asien | Asia | Südostasien | Southeast Asia | Ansteckungseffekt | Contagion effect | Coronavirus |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/irfi.12435 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014507516