Financial Spillovers in Asian Emerging Economies
This paper explores financial spillovers between emerging Asia and advanced economies using principal component analysis to extract common shocks in Asia. We first investigate stock market spillovers across the regions and find that spillovers from emerging Asia became significant after the global f...
| Published in: | Asian Development Review |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
World Scientific Publishing
2020-03-01
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| Subjects: | |
| Online Access: | https://www.worldscientific.com/doi/10.1162/adev_a_00142 |