Dynamic Contagion of Systemic Risks on Global Main Equity Markets Based on Granger Causality Networks

A total of 156 Granger causal networks of stock markets are constructed by using the Granger causality test and time series sliding window based on stock index data of 34 major stock markets in the world from 2004 to 2017. The topological structures and evolution characteristics of the Granger causa...

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Bibliographic Details
Main Authors: Qiuhong Zheng, Liangrong Song
Format: Article
Language:English
Published: Wiley 2018-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2018/9461870
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