Entropy of Global Financial Linkages
نویسندگان
چکیده
منابع مشابه
China’s Financial Linkages with Asia and the Global Financial Crisis
This paper discusses recent steps China has taken to open its capital account and presents empirical evidence on asset market linkages between China and Asia. We find only weak crosscountry linkages in longer-term interest rates, but much stronger linkages in equity markets. Moreover, we find that the strength of the correlation of equity prices changes between China and other Asia countries in...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2014
ISSN: 1556-5068
DOI: 10.2139/ssrn.2580650