What is it about?
This study utilizes a bivariate BEKK-EGARCH model with the setting of a structural break to investigate whether the interactions between stock indices in emerging and developed markets are different in terms of region, emerging stock indices, and subperiod.
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Why is it important?
The findings from these empirical results can help investors and fund managers undertake different investment strategies in different regions and subperiods, and make effective investments.
Perspectives
This study utilizes a bivariate BEKK-EGARCH model with the setting of a structural break to in-vestigate whether the interactions between stock indices in emerging and developed markets are different in terms of region, emerging stock indices, and subperiod. Then, this study investigated how the results of interactions vary with geographical location, emerging stock indices, and sub-period. Empirical results show that the interactions between emerging and developed markets in-deed vary with geographical location and emerging stock indices, but are almost the same in the two subperiods.
Dr Jung-Bin Su
Qilu University of Technology
Read the Original
This page is a summary of: The Research on the Interactions between the Emerging and Developed Markets: From Region and Structural Break Perspectives, Mathematics, April 2022, MDPI AG,
DOI: 10.3390/math10081246.
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