How do leading stock markets in America and Europe connect to Asian stock markets? Quantile dynamic connectedness
We used the quantile vector autoregressive (QVAR) dynamic connectedness framework to examine whether leading stock markets in America and Europe would have any impact on major stock markets in Asia.1 More precisely, we analyzed systematically the stock market connectedness in 15 countries, namely Ge...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2024-08-01
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| Series: | Quantitative Finance and Economics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/QFE.2024019?viewType=HTML |
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