FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2066580768> ?p ?o ?g. }

• W2066580768 endingPage "233" @default.
• W2066580768 startingPage "207" @default.
• W2066580768 abstract "This study examines the magnitude and changing nature of volatility spillovers from Japan and the US to six Pacific–Basin equity markets. I construct a volatility spillover model which allows the unexpected return of any particular Pacific–Basin market be driven by a local idiosyncratic shock, a regional shock from Japan and a global shock from the US. I find that over and above the impact of the world factors, there are significant spillovers from the region to many of the Pacific–Basin countries. Liberalization events (such as capital market reform and country fund launching), exchange rate changes, number of DR listings, sizes of trade, and country fund premium are shown to affect the relative importance of the world and regional market factors over time." @default.
• W2066580768 created "2016-06-24" @default.
• W2066580768 creator A5000641226 @default.
• W2066580768 date "2000-04-01" @default.
• W2066580768 modified "2023-10-10" @default.
• W2066580768 title "Volatility spillover effects from Japan and the US to the Pacific–Basin" @default.
• W2066580768 cites W1575345035 @default.
• W2066580768 cites W1576326745 @default.
• W2066580768 cites W1965635191 @default.
• W2066580768 cites W1975201751 @default.
• W2066580768 cites W1977480757 @default.
• W2066580768 cites W1979575715 @default.
• W2066580768 cites W1981696916 @default.
• W2066580768 cites W1997246417 @default.
• W2066580768 cites W1998968611 @default.
• W2066580768 cites W1999814123 @default.
• W2066580768 cites W1999996900 @default.
• W2066580768 cites W2028995298 @default.
• W2066580768 cites W2063593194 @default.
• W2066580768 cites W2086080659 @default.
• W2066580768 cites W2108390659 @default.
• W2066580768 cites W2108446661 @default.
• W2066580768 cites W2116399596 @default.
• W2066580768 cites W2127223208 @default.
• W2066580768 cites W2129701097 @default.
• W2066580768 cites W2141807369 @default.
• W2066580768 cites W2891051736 @default.
• W2066580768 cites W2891277411 @default.
• W2066580768 cites W3022360661 @default.
• W2066580768 cites W3023906277 @default.
• W2066580768 cites W3114379428 @default.
• W2066580768 cites W3123289511 @default.
• W2066580768 cites W3124527974 @default.
• W2066580768 cites W3125639583 @default.
• W2066580768 cites W3125808004 @default.
• W2066580768 cites W3126072850 @default.
• W2066580768 cites W3126146309 @default.
• W2066580768 cites W41114315 @default.
• W2066580768 cites W4229685804 @default.
• W2066580768 cites W4233678120 @default.
• W2066580768 cites W4233783506 @default.
• W2066580768 cites W4242129407 @default.
• W2066580768 cites W4246353341 @default.
• W2066580768 cites W4246784033 @default.
• W2066580768 cites W4248435245 @default.
• W2066580768 cites W4297964220 @default.
• W2066580768 doi "https://doi.org/10.1016/s0261-5606(00)00006-1" @default.
• W2066580768 hasPublicationYear "2000" @default.
• W2066580768 type Work @default.
• W2066580768 sameAs 2066580768 @default.
• W2066580768 citedByCount "583" @default.
• W2066580768 countsByYear W20665807682012 @default.
• W2066580768 countsByYear W20665807682013 @default.
• W2066580768 countsByYear W20665807682014 @default.
• W2066580768 countsByYear W20665807682015 @default.
• W2066580768 countsByYear W20665807682016 @default.
• W2066580768 countsByYear W20665807682017 @default.
• W2066580768 countsByYear W20665807682018 @default.
• W2066580768 countsByYear W20665807682019 @default.
• W2066580768 countsByYear W20665807682020 @default.
• W2066580768 countsByYear W20665807682021 @default.
• W2066580768 countsByYear W20665807682022 @default.
• W2066580768 countsByYear W20665807682023 @default.
• W2066580768 crossrefType "journal-article" @default.
• W2066580768 hasAuthorship W2066580768A5000641226 @default.
• W2066580768 hasConcept C106159729 @default.
• W2066580768 hasConcept C111368507 @default.
• W2066580768 hasConcept C126322002 @default.
• W2066580768 hasConcept C127313418 @default.
• W2066580768 hasConcept C139719470 @default.
• W2066580768 hasConcept C162324750 @default.
• W2066580768 hasConcept C17744445 @default.
• W2066580768 hasConcept C18547055 @default.
• W2066580768 hasConcept C199539241 @default.
• W2066580768 hasConcept C199728807 @default.
• W2066580768 hasConcept C2781300812 @default.
• W2066580768 hasConcept C2993260117 @default.
• W2066580768 hasConcept C34447519 @default.
• W2066580768 hasConcept C55527203 @default.
• W2066580768 hasConcept C556758197 @default.
• W2066580768 hasConcept C58823610 @default.
• W2066580768 hasConcept C71924100 @default.
• W2066580768 hasConcept C91602232 @default.
• W2066580768 hasConceptScore W2066580768C106159729 @default.
• W2066580768 hasConceptScore W2066580768C111368507 @default.
• W2066580768 hasConceptScore W2066580768C126322002 @default.
• W2066580768 hasConceptScore W2066580768C127313418 @default.
• W2066580768 hasConceptScore W2066580768C139719470 @default.
• W2066580768 hasConceptScore W2066580768C162324750 @default.
• W2066580768 hasConceptScore W2066580768C17744445 @default.
• W2066580768 hasConceptScore W2066580768C18547055 @default.
• W2066580768 hasConceptScore W2066580768C199539241 @default.
• W2066580768 hasConceptScore W2066580768C199728807 @default.
• W2066580768 hasConceptScore W2066580768C2781300812 @default.
• W2066580768 hasConceptScore W2066580768C2993260117 @default.
• W2066580768 hasConceptScore W2066580768C34447519 @default.
• W2066580768 hasConceptScore W2066580768C55527203 @default.
• W2066580768 hasConceptScore W2066580768C556758197 @default.

• next