Dynamic effects of network exposure on equity markets

We investigate the contribution of network exposure to both shock transmission and absorption. Our data sample comprises 45 economies for the period 1998–2018 to which we apply spatial econometric estimation technique. Our empirical findings show that both network intensity and interconnectedness in...

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Veröffentlicht in:	Eurasian economic review 2022-12, Vol.12 (4), p.569-629
Hauptverfasser:	Dungey, Mardi, Kangogo, Moses, Volkov, Vladimir
Format:	Artikel
Sprache:	eng
Schlagworte:	Absorption Connectedness Economics Economics and Finance Financial systems Original Paper Policy making
Online-Zugang:	Volltext
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