Sökning: id:"swepub:oai:DiVA.org:liu-200056" >
Multilayer informat...
Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets
-
- Yahya, Muhammad (författare)
- Norwegian Univ Life Sci, Norway
-
- Allahdadi, Mohammad Reza (författare)
- Norwegian Univ Life Sci, Norway
-
- Uddin, Gazi Salah (författare)
- Linköpings universitet,Nationalekonomi,Filosofiska fakulteten
-
visa fler...
-
- Park, Donghyun (författare)
- Asian Dev Bank, Philippines
-
- Wang, Gang-Jin (författare)
- Hunan Univ, Peoples R China; Hunan Prov Key Lab Philosophy & Social Sci Ind Dig, Peoples R China
-
visa färre...
-
(creator_code:org_t)
- ACADEMIC PRESS INC ELSEVIER SCIENCE, 2024
- 2024
- Engelska.
-
Ingår i: Finance Research Letters. - : ACADEMIC PRESS INC ELSEVIER SCIENCE. - 1544-6123 .- 1544-6131. ; 59
- Relaterad länk:
-
https://urn.kb.se/re...
-
visa fler...
-
https://doi.org/10.1...
-
visa färre...
Abstract
Ämnesord
Stäng
- This study investigates the interconnectedness of ASEAN-4, regional, and global financial markets by analyzing risk spillover layers using multilayer information spillover network topology across instruments including bonds, forex, and stocks. The findings uncover intricate relationships between markets. Extreme risk and volatility spillover layers may indicate early financial crises, while mean spillovers exhibit hysteresis, peaking during or after crises. ASEAN-4 interconnectedness remains relatively stable, while global markets demonstrate robust interconnectedness with high overlap. The findings improve understanding of global financial structure amid deglobalization, holding policymaker and participant implications by revealing complex connections during financial crises.
Ämnesord
- SAMHÄLLSVETENSKAP -- Ekonomi och näringsliv -- Företagsekonomi (hsv//swe)
- SOCIAL SCIENCES -- Economics and Business -- Business Administration (hsv//eng)
Nyckelord
- ASEAN-4 markets; Multilayer network; Spillover; Bonds
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
Hitta via bibliotek
Till lärosätets databas