Keywords: Regional market interdependence
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Journal Articles

Navigating financial interconnectivity: analyzing oil, exchange rates and US market influences on Asia-Pacific equities using the time-varying parameter vector autoregressive connectedness approach

S. M. N. N. Sarathkumara, S. M. R. K. Samarakoon, Rudra P. Pradhan
Journal: Journal of Economic Studies
Journal of Economic Studies (2026) 53 (1): 195–213.
https://doi.org/10.1108/JES-10-2024-0674
Published: 25 February 2025
... Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only TVP-VAR connectedness approach Return spillovers Asia-Pacific financial markets Emerging markets Regional market interdependence The increasing integration of global financial markets has drawn significant...
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Includes: Supplementary data
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