Matches in SemOpenAlex for { <https://semopenalex.org/work/W1567165007> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W1567165007 abstract "In this study, we apply directed acyclic graphs and search algorithm designed for time series with non-Gaussian distribution to obtain causal structure of innovations from an error correction model. The structure of interdependencies among six international stock markets is investigated. The results provide positive empirical evidence that there exist long-run equilibrium and contemporaneous causal structure among these stock markets. DAG analysis results show that Hong Kong is influenced by all other open markets in contemporaneous time, whereas Shanghai is not influenced by any of the other markets in contemporaneous time. Historical decompositions indicate that New York and Shanghai stock markets are highly exogenous and Germany and Hong Kong are the least exogenous markets. Further, we find that New York is the most influential stock market with consistent impact on price movements. One implication is that diversification between US and Germany may not provide desired immunity from financial crisis contagion as much as it does diversification between US and Shanghai." @default.
- W1567165007 created "2016-06-24" @default.
- W1567165007 creator A5057642738 @default.
- W1567165007 creator A5090212834 @default.
- W1567165007 date "2011-01-01" @default.
- W1567165007 modified "2023-09-27" @default.
- W1567165007 title "Structure of interdependencies among international stock markets and contagion patterns of 2008 global financial crisis" @default.
- W1567165007 doi "https://doi.org/10.22004/ag.econ.98858" @default.
- W1567165007 hasPublicationYear "2011" @default.
- W1567165007 type Work @default.
- W1567165007 sameAs 1567165007 @default.
- W1567165007 citedByCount "2" @default.
- W1567165007 countsByYear W15671650072021 @default.
- W1567165007 crossrefType "posted-content" @default.
- W1567165007 hasAuthorship W1567165007A5057642738 @default.
- W1567165007 hasAuthorship W1567165007A5090212834 @default.
- W1567165007 hasConcept C10138342 @default.
- W1567165007 hasConcept C106159729 @default.
- W1567165007 hasConcept C139719470 @default.
- W1567165007 hasConcept C144133560 @default.
- W1567165007 hasConcept C149782125 @default.
- W1567165007 hasConcept C162324750 @default.
- W1567165007 hasConcept C162853370 @default.
- W1567165007 hasConcept C166957645 @default.
- W1567165007 hasConcept C17744445 @default.
- W1567165007 hasConcept C180916674 @default.
- W1567165007 hasConcept C185874996 @default.
- W1567165007 hasConcept C19244329 @default.
- W1567165007 hasConcept C199539241 @default.
- W1567165007 hasConcept C204036174 @default.
- W1567165007 hasConcept C205649164 @default.
- W1567165007 hasConcept C2778300220 @default.
- W1567165007 hasConcept C2778890369 @default.
- W1567165007 hasConcept C2779343474 @default.
- W1567165007 hasConcept C2780299701 @default.
- W1567165007 hasConcept C556758197 @default.
- W1567165007 hasConceptScore W1567165007C10138342 @default.
- W1567165007 hasConceptScore W1567165007C106159729 @default.
- W1567165007 hasConceptScore W1567165007C139719470 @default.
- W1567165007 hasConceptScore W1567165007C144133560 @default.
- W1567165007 hasConceptScore W1567165007C149782125 @default.
- W1567165007 hasConceptScore W1567165007C162324750 @default.
- W1567165007 hasConceptScore W1567165007C162853370 @default.
- W1567165007 hasConceptScore W1567165007C166957645 @default.
- W1567165007 hasConceptScore W1567165007C17744445 @default.
- W1567165007 hasConceptScore W1567165007C180916674 @default.
- W1567165007 hasConceptScore W1567165007C185874996 @default.
- W1567165007 hasConceptScore W1567165007C19244329 @default.
- W1567165007 hasConceptScore W1567165007C199539241 @default.
- W1567165007 hasConceptScore W1567165007C204036174 @default.
- W1567165007 hasConceptScore W1567165007C205649164 @default.
- W1567165007 hasConceptScore W1567165007C2778300220 @default.
- W1567165007 hasConceptScore W1567165007C2778890369 @default.
- W1567165007 hasConceptScore W1567165007C2779343474 @default.
- W1567165007 hasConceptScore W1567165007C2780299701 @default.
- W1567165007 hasConceptScore W1567165007C556758197 @default.
- W1567165007 hasLocation W15671650071 @default.
- W1567165007 hasOpenAccess W1567165007 @default.
- W1567165007 hasPrimaryLocation W15671650071 @default.
- W1567165007 hasRelatedWork W1509657875 @default.
- W1567165007 hasRelatedWork W1804525756 @default.
- W1567165007 hasRelatedWork W1965991720 @default.
- W1567165007 hasRelatedWork W1970362302 @default.
- W1567165007 hasRelatedWork W1977669812 @default.
- W1567165007 hasRelatedWork W1994254749 @default.
- W1567165007 hasRelatedWork W2090341647 @default.
- W1567165007 hasRelatedWork W2563204083 @default.
- W1567165007 hasRelatedWork W2593356091 @default.
- W1567165007 hasRelatedWork W2597908410 @default.
- W1567165007 hasRelatedWork W2748053896 @default.
- W1567165007 hasRelatedWork W2779465750 @default.
- W1567165007 hasRelatedWork W2886392634 @default.
- W1567165007 hasRelatedWork W2889744696 @default.
- W1567165007 hasRelatedWork W2947651404 @default.
- W1567165007 hasRelatedWork W3045383931 @default.
- W1567165007 hasRelatedWork W3121643782 @default.
- W1567165007 hasRelatedWork W3123120444 @default.
- W1567165007 hasRelatedWork W3189098000 @default.
- W1567165007 hasRelatedWork W4447035 @default.
- W1567165007 isParatext "false" @default.
- W1567165007 isRetracted "false" @default.
- W1567165007 magId "1567165007" @default.
- W1567165007 workType "article" @default.