Dynamic connectedness of Asian equity markets /
Saved in:
| Author / Creator: | Guimarães-Filho, Roberto Fernandes, (IMF staff) |
|---|---|
| Imprint: | [Washington, D.C.] : International Monetary Fund, 2016. ©2016 |
| Description: | 1 online resource (36 pages) : illustrations. |
| Language: | English |
| Series: | IMF Working Paper ; WP/16/57 IMF working paper ; WP/16/57. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12504818 |
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| 050 | 4 | |a HG3881.5.I58 |b W67 No. 16/57eb | |
| 100 | 1 | |a Guimarães-Filho, Roberto Fernandes, |e (IMF staff) |0 http://id.loc.gov/authorities/names/no2003091112 | |
| 245 | 1 | 0 | |a Dynamic connectedness of Asian equity markets / |c prepared by Roberto Guimarães-Filho and Gee Hee Hong. |
| 264 | 1 | |a [Washington, D.C.] : |b International Monetary Fund, |c 2016. | |
| 264 | 4 | |c ©2016 | |
| 300 | |a 1 online resource (36 pages) : |b illustrations. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF Working Paper ; |v WP/16/57 | |
| 500 | |a "March 2016." | ||
| 500 | |a "Asia and Pacific Department." | ||
| 504 | |a Includes bibliographical references (pages 24-25). | ||
| 520 | |a 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 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.--Abstract. | ||
| 588 | 0 | |a Online resource; title from pdf title page (IMF.org Web site, viewed March 14, 2016). | |
| 650 | 0 | |a Stock exchanges |z Asia. | |
| 650 | 0 | |a Capital movements |z Asia. | |
| 651 | 0 | |a Asia |x Economic integration. | |
| 650 | 0 | |a Finance |z Asia. | |
| 651 | 0 | |a Asia |x Economic policy. | |
| 650 | 6 | |a Bourse |z Asie. | |
| 650 | 6 | |a Mouvements de capitaux |z Asie. | |
| 651 | 6 | |a Asie |x Intégration économique. | |
| 650 | 6 | |a Finances |z Asie. | |
| 651 | 6 | |a Asie |x Politique économique. | |
| 650 | 7 | |a Capital movements. |2 fast |0 (OCoLC)fst00846374 | |
| 650 | 7 | |a Economic policy. |2 fast |0 (OCoLC)fst00902025 | |
| 650 | 7 | |a Finance. |2 fast |0 (OCoLC)fst00924349 | |
| 650 | 7 | |a International economic integration. |2 fast |0 (OCoLC)fst00976879 | |
| 650 | 7 | |a Stock exchanges. |2 fast |0 (OCoLC)fst01133564 | |
| 651 | 7 | |a Asia. |2 fast |0 (OCoLC)fst01240495 | |
| 700 | 1 | |a Hong, Gee Hee, |e (IMF staff) | |
| 710 | 2 | |a International Monetary Fund. |b Asia and Pacific Department, |e issuing body. |0 http://id.loc.gov/authorities/names/no97006778 | |
| 776 | 0 | 8 | |i Print Version: |a Guimarães-Filho, Roberto. |t Dynamic Connectedness of Asian Equity Markets. |d Washington, D.C. : International Monetary Fund, 2016. |z 9781513572451 |
| 830 | 0 | |a IMF working paper ; |v WP/16/57. |0 http://id.loc.gov/authorities/names/no89010263 | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2016/057/001.2016.issue-057-en.xml |y INTERNATIONAL MONETARY FUND |
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| 928 | |t Library of Congress classification |a HG3881.5.I58W67 No. 16/57eb |l Online |c UC-FullText |u http://elibrary.imf.org/view/journals/001/2016/057/001.2016.issue-057-en.xml |z INTERNATIONAL MONETARY FUND |g ebooks |i 12149152 | ||