Dynamic interdependence and volatility transmission of Asian stock markets: Evidence from the Asian crisis

Francis In, Sangbae Kim, Jai Hyung Yoon, Christopher Viney

Research output: Contribution to journalArticlepeer-review

61 Scopus citations

Abstract

This paper examines dynamic interdependence, volatility transmission, and market integration across selected stock markets during the Asian financial crisis periods 1997 and 1998. Using a vector autoregressive-exponential generalized autoregressive conditional heteroskedasticity (VAR-EGARCH) model, it is found that reciprocal volatility transmission existed between Hong Kong and Korea, and unidirectional volatility transmission from Korea to Thailand. This suggests that Hong Kong played a significant role in volatility transmission to the other Asian markets. The data also indicate market integration in that each market reacted to both local news and news originating in the other markets, particularly adverse news.

Original languageEnglish
Pages (from-to)87-96
Number of pages10
JournalInternational Review of Financial Analysis
Volume10
Issue number1
DOIs
StatePublished - Mar 2001

Keywords

  • Dynamic interdependence
  • G12
  • G15
  • Market integration
  • Multivariate VAR-EGARCH
  • Volatility transmission

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