Asian Financial Linkages: The Case of Japan

Doctoral thesis, Master thesis English RESTRICTED
Fialová, Anežka (2013)
  • Subject: Finanční provázanost; Burzovní trhy; Stock Market; Japonská ekonomika; Japanese Economy; Financial Linkage; Integrace Východní Asie; East Asian Integration

This work reviews the topic of international financial linkages, including theoretical definitions and the main methodological approaches of the empirical measurement based on vector autoregressive models. One of the approaches, the Spillover Index methodology based on ... View more
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