Aggregate category net total directional connectedness
| USA | Japan | Greece | Korea | From | |
|---|---|---|---|---|---|
| USA | 80.18 | 5.12 | 2.48 | 12.22 | 19.82 |
| Japan | 5.04 | 85.18 | 1.72 | 8.07 | 14.82 |
| Greece | 7.03 | 5.45 | 82.71 | 4.8 | 17.29 |
| Korea | 12.45 | 8.32 | 3.13 | 76.1 | 23.9 |
| To | 24.52 | 18.9 | 7.32 | 25.09 | TCI |
| Net | 4.7 | 4.08 | −9.97 | 1.2 | 25.28 |
| USA | Japan | Greece | Korea | From | |
|---|---|---|---|---|---|
| USA | 80.18 | 5.12 | 2.48 | 12.22 | 19.82 |
| Japan | 5.04 | 85.18 | 1.72 | 8.07 | 14.82 |
| Greece | 7.03 | 5.45 | 82.71 | 4.8 | 17.29 |
| Korea | 12.45 | 8.32 | 3.13 | 76.1 | 23.9 |
| To | 24.52 | 18.9 | 7.32 | 25.09 | TCI |
| Net | 4.7 | 4.08 | −9.97 | 1.2 | 25.28 |
Note:
Results are based on a TVP-VAR (0.99, 0.99) model with a lag length of order 1 (BIC) and a 10-step ahead forecast
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