Abstract:By constructing the volatility network of stock market indexes in China and ASEAN, the mechanism of transnational market risk transmission and the characteristics of key nodes are analysed. Finding the volatility network is a good description of the linkage and tightness of the various share index volatility. The COVID-2019 led to a significant increase in convergence of behaviour patterns of major country share indexes, and significant differences in node changes and topological features of the volatility net… Show more
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