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Keywords: Return spillovers
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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
Available to Purchase
Journal:
Journal of Economic Studies
Journal of Economic Studies (2026) 53 (1): 195–213.
Published: 25 February 2025
...S. M. N. N. Sarathkumara; S. M. R. K. Samarakoon; Rudra P. Pradhan Purpose The study analyzes return spillovers among key financial markets, including equity indices (NIFTY50, NIKKEI225, KOSPI, ASX200, Shanghai-Composite and Hang-Seng), exchange rates (USD-INR, USD-YEN, USD-WON, USD-AUD and USD...
Includes: Supplementary data
