Matches in SemOpenAlex for { <https://semopenalex.org/work/W2900202832> ?p ?o ?g. }
Showing items 1 to 88 of
88
with 100 items per page.
- W2900202832 endingPage "119" @default.
- W2900202832 startingPage "110" @default.
- W2900202832 abstract "The risk of spillover of volatility among international stock markets has increased manifold and it needs to be diagnosed comprehensively. In this paper, the authors have used 11 stock indices to identify influential markets and detect the direction of transmission of shock across markets in different time zones using Granger causality test, Johansen cointegration test and vector autoregression. The findings of VAR show that the forecast error at the 10-day horizon explained by their own innovation is highest for the Australian and Chinese markets followed by Japan, India, Brazil and Russia.Markets of Germany, UK, USA and Canada are influenced by the Australian market. In fact, the Australian market is seen to be the most influential market among the markets under the study. The impact of Chinese and Canadian markets is found to be the least. These results can be useful for optimal option valuation, effective portfolio allocation and performance benchmarking" @default.
- W2900202832 created "2018-11-16" @default.
- W2900202832 creator A5072913682 @default.
- W2900202832 creator A5082658351 @default.
- W2900202832 date "2018-01-01" @default.
- W2900202832 modified "2023-09-24" @default.
- W2900202832 title "Transmission of Shock across International Stock Markets: An Econometric Analysis" @default.
- W2900202832 hasPublicationYear "2018" @default.
- W2900202832 type Work @default.
- W2900202832 sameAs 2900202832 @default.
- W2900202832 citedByCount "0" @default.
- W2900202832 crossrefType "posted-content" @default.
- W2900202832 hasAuthorship W2900202832A5072913682 @default.
- W2900202832 hasAuthorship W2900202832A5082658351 @default.
- W2900202832 hasConcept C10138342 @default.
- W2900202832 hasConcept C106159729 @default.
- W2900202832 hasConcept C107673813 @default.
- W2900202832 hasConcept C124953554 @default.
- W2900202832 hasConcept C129824826 @default.
- W2900202832 hasConcept C133029050 @default.
- W2900202832 hasConcept C134024062 @default.
- W2900202832 hasConcept C137703641 @default.
- W2900202832 hasConcept C139719470 @default.
- W2900202832 hasConcept C143910263 @default.
- W2900202832 hasConcept C145162277 @default.
- W2900202832 hasConcept C149782125 @default.
- W2900202832 hasConcept C154945302 @default.
- W2900202832 hasConcept C162324750 @default.
- W2900202832 hasConcept C166957645 @default.
- W2900202832 hasConcept C204036174 @default.
- W2900202832 hasConcept C205649164 @default.
- W2900202832 hasConcept C2779343474 @default.
- W2900202832 hasConcept C2780299701 @default.
- W2900202832 hasConcept C41008148 @default.
- W2900202832 hasConcept C55527203 @default.
- W2900202832 hasConcept C91602232 @default.
- W2900202832 hasConceptScore W2900202832C10138342 @default.
- W2900202832 hasConceptScore W2900202832C106159729 @default.
- W2900202832 hasConceptScore W2900202832C107673813 @default.
- W2900202832 hasConceptScore W2900202832C124953554 @default.
- W2900202832 hasConceptScore W2900202832C129824826 @default.
- W2900202832 hasConceptScore W2900202832C133029050 @default.
- W2900202832 hasConceptScore W2900202832C134024062 @default.
- W2900202832 hasConceptScore W2900202832C137703641 @default.
- W2900202832 hasConceptScore W2900202832C139719470 @default.
- W2900202832 hasConceptScore W2900202832C143910263 @default.
- W2900202832 hasConceptScore W2900202832C145162277 @default.
- W2900202832 hasConceptScore W2900202832C149782125 @default.
- W2900202832 hasConceptScore W2900202832C154945302 @default.
- W2900202832 hasConceptScore W2900202832C162324750 @default.
- W2900202832 hasConceptScore W2900202832C166957645 @default.
- W2900202832 hasConceptScore W2900202832C204036174 @default.
- W2900202832 hasConceptScore W2900202832C205649164 @default.
- W2900202832 hasConceptScore W2900202832C2779343474 @default.
- W2900202832 hasConceptScore W2900202832C2780299701 @default.
- W2900202832 hasConceptScore W2900202832C41008148 @default.
- W2900202832 hasConceptScore W2900202832C55527203 @default.
- W2900202832 hasConceptScore W2900202832C91602232 @default.
- W2900202832 hasIssue "1" @default.
- W2900202832 hasLocation W29002028321 @default.
- W2900202832 hasOpenAccess W2900202832 @default.
- W2900202832 hasPrimaryLocation W29002028321 @default.
- W2900202832 hasRelatedWork W1504989379 @default.
- W2900202832 hasRelatedWork W1505305077 @default.
- W2900202832 hasRelatedWork W1580219354 @default.
- W2900202832 hasRelatedWork W1614566603 @default.
- W2900202832 hasRelatedWork W1984521786 @default.
- W2900202832 hasRelatedWork W2082241683 @default.
- W2900202832 hasRelatedWork W2204497325 @default.
- W2900202832 hasRelatedWork W2383703677 @default.
- W2900202832 hasRelatedWork W2763122639 @default.
- W2900202832 hasRelatedWork W2765309524 @default.
- W2900202832 hasRelatedWork W2910761945 @default.
- W2900202832 hasRelatedWork W3017160117 @default.
- W2900202832 hasRelatedWork W3021458782 @default.
- W2900202832 hasRelatedWork W3029099675 @default.
- W2900202832 hasRelatedWork W3039167065 @default.
- W2900202832 hasRelatedWork W3048667383 @default.
- W2900202832 hasRelatedWork W3121815016 @default.
- W2900202832 hasRelatedWork W3124991213 @default.
- W2900202832 hasRelatedWork W3125073667 @default.
- W2900202832 hasRelatedWork W3206827941 @default.
- W2900202832 isParatext "false" @default.
- W2900202832 isRetracted "false" @default.
- W2900202832 magId "2900202832" @default.
- W2900202832 workType "article" @default.