Dynamic interconnectedness and risk contagion among Asian financial markets

Keyphrases

• Financial Markets 100%
• Asian Markets 100%
• Risk Contagion 100%
• Singapore 66%
• Intraday Returns 66%
• Centralized Market 66%
• Hong Kong 33%
• Risk Behavior 33%
• Taiwan 33%
• Risk Management 33%
• US Market 33%
• Strategic Investment Decisions 33%
• Network Model 33%
• Spillover Risk 33%
• Graph Theory 33%
• Overnight Returns 33%
• Spillover Transmission 33%
• Return Series 33%
• Generalized VAR 33%
• Idiosyncratic Effects 33%
• Causality Networks 33%

Economics, Econometrics and Finance

• Financial Market 100%
• Spillover Effect 100%
• Bayesian 25%
• Investment Decision 25%
• Risk Management 25%
• Investors 25%