Matches in SemOpenAlex for { <https://semopenalex.org/work/W2249273191> ?p ?o ?g. }
Showing items 1 to 87 of
87
with 100 items per page.
- W2249273191 abstract "Because of its very important role in modern production and management, information technology (IT) has become a major driver of economic growth and has speeded up the integration of the global economy since the 1990s. Due to the prominent position of the IT industry in the U.S., the U.S. IT stock market is believed to have driven up IT stock markets in other countries. In this paper, we adopt a multivariate GARCH model of Baba et al. (Unpublished manuscript, Department of Economics, University of California, San Diego, 1990) to investigate the linkages between the IT stock and several non-U.S. IT markets; namely, Japan, France, Canada, Finland, Sweden, and Hong Kong. Our findings reveal that, generally, the U.S. IT market contributes strong volatility to non-U.S. IT markets rather than having a mean spillover effect, implying that the U.S. IT market plays a dominant role in the volatility of world IT markets. In addition, our analysis of the dynamic path of correlation coefficients implies that during the formation, spread, and collapse of the IT bubble, the relationships between the U.S. and non-U.S. IT markets are strong but the relationships weaken after the IT bubble bursts." @default.
- W2249273191 created "2016-06-24" @default.
- W2249273191 creator A5045661677 @default.
- W2249273191 creator A5079235766 @default.
- W2249273191 creator A5081169425 @default.
- W2249273191 date "2010-01-01" @default.
- W2249273191 modified "2023-10-18" @default.
- W2249273191 title "Examining the Impact of the U.S. IT Stock Market on Other IT Stock Markets" @default.
- W2249273191 cites W1965617878 @default.
- W2249273191 cites W1965770021 @default.
- W2249273191 cites W1975201751 @default.
- W2249273191 cites W1977480757 @default.
- W2249273191 cites W1992825083 @default.
- W2249273191 cites W1994614167 @default.
- W2249273191 cites W1998968611 @default.
- W2249273191 cites W2016524026 @default.
- W2249273191 cites W2030581233 @default.
- W2249273191 cites W2133641513 @default.
- W2249273191 cites W2142353537 @default.
- W2249273191 cites W3123598380 @default.
- W2249273191 cites W3126146309 @default.
- W2249273191 doi "https://doi.org/10.1007/978-0-387-77117-5_84" @default.
- W2249273191 hasPublicationYear "2010" @default.
- W2249273191 type Work @default.
- W2249273191 sameAs 2249273191 @default.
- W2249273191 citedByCount "0" @default.
- W2249273191 crossrefType "book-chapter" @default.
- W2249273191 hasAuthorship W2249273191A5045661677 @default.
- W2249273191 hasAuthorship W2249273191A5079235766 @default.
- W2249273191 hasAuthorship W2249273191A5081169425 @default.
- W2249273191 hasBestOaLocation W22492731912 @default.
- W2249273191 hasConcept C10138342 @default.
- W2249273191 hasConcept C106159729 @default.
- W2249273191 hasConcept C12747933 @default.
- W2249273191 hasConcept C139719470 @default.
- W2249273191 hasConcept C162324750 @default.
- W2249273191 hasConcept C166957645 @default.
- W2249273191 hasConcept C19244329 @default.
- W2249273191 hasConcept C204036174 @default.
- W2249273191 hasConcept C205649164 @default.
- W2249273191 hasConcept C2779343474 @default.
- W2249273191 hasConcept C2780299701 @default.
- W2249273191 hasConcept C55527203 @default.
- W2249273191 hasConcept C556758197 @default.
- W2249273191 hasConcept C91602232 @default.
- W2249273191 hasConceptScore W2249273191C10138342 @default.
- W2249273191 hasConceptScore W2249273191C106159729 @default.
- W2249273191 hasConceptScore W2249273191C12747933 @default.
- W2249273191 hasConceptScore W2249273191C139719470 @default.
- W2249273191 hasConceptScore W2249273191C162324750 @default.
- W2249273191 hasConceptScore W2249273191C166957645 @default.
- W2249273191 hasConceptScore W2249273191C19244329 @default.
- W2249273191 hasConceptScore W2249273191C204036174 @default.
- W2249273191 hasConceptScore W2249273191C205649164 @default.
- W2249273191 hasConceptScore W2249273191C2779343474 @default.
- W2249273191 hasConceptScore W2249273191C2780299701 @default.
- W2249273191 hasConceptScore W2249273191C55527203 @default.
- W2249273191 hasConceptScore W2249273191C556758197 @default.
- W2249273191 hasConceptScore W2249273191C91602232 @default.
- W2249273191 hasLocation W22492731911 @default.
- W2249273191 hasLocation W22492731912 @default.
- W2249273191 hasOpenAccess W2249273191 @default.
- W2249273191 hasPrimaryLocation W22492731911 @default.
- W2249273191 hasRelatedWork W1549820225 @default.
- W2249273191 hasRelatedWork W2001469045 @default.
- W2249273191 hasRelatedWork W2009326024 @default.
- W2249273191 hasRelatedWork W2018426848 @default.
- W2249273191 hasRelatedWork W2036119466 @default.
- W2249273191 hasRelatedWork W2043623480 @default.
- W2249273191 hasRelatedWork W2046575094 @default.
- W2249273191 hasRelatedWork W2058073402 @default.
- W2249273191 hasRelatedWork W2084264509 @default.
- W2249273191 hasRelatedWork W2094156439 @default.
- W2249273191 hasRelatedWork W2103425501 @default.
- W2249273191 hasRelatedWork W2166026438 @default.
- W2249273191 hasRelatedWork W2374073483 @default.
- W2249273191 hasRelatedWork W2754015220 @default.
- W2249273191 hasRelatedWork W2765728697 @default.
- W2249273191 hasRelatedWork W2954055745 @default.
- W2249273191 hasRelatedWork W3124493813 @default.
- W2249273191 hasRelatedWork W3158176965 @default.
- W2249273191 hasRelatedWork W419828400 @default.
- W2249273191 hasRelatedWork W2519832627 @default.
- W2249273191 isParatext "false" @default.
- W2249273191 isRetracted "false" @default.
- W2249273191 magId "2249273191" @default.
- W2249273191 workType "book-chapter" @default.