Volatility spillovers and linkages in Asian stock markets
From Ms CHANG Ching Chen _ on September 6th, 2019
Cross-border linkages among national stock markets have been strengthening over time, aided by free capital flows and the advancement in information technology. The use of electronic trading, which reduces cost and increases the speed of international financial transactions, has helped to advance this trend. Additionally, the deregulation of equity markets and liberalisation of financial accounts in emerging economies increase their connectedness with world markets.
In this podcast, Professor of Economics and Statistics Chow Hwee Kwan from the SMU School of Economics, discusses the key findings of her research on the growing financial linkages in the region, and how it enhances the understanding of the interactions among national stock markets.