Shin-ichi Fukuda   Mariko Tanaka   
EMERGING MARKETS FINANCE AND TRADE 53(12) 2725-2743 2017年11月 [査読有り]
The purpose of this article is to explore to what extent spillovers from Asian financial market shocks have risen during the past two decades. In the first part, we examine spillover effects in stock markets. Estimating the Global Vector Autoregre...