From: Examining volatility spillover between Asian countries’ stock markets
DV | India | Sri Lanka | Hong Kong | Pakistan | Japan | China |
---|---|---|---|---|---|---|
C | 0.0009** | 0.0002 | 0.0001 | 0.0012** | 0.0001 | −0.0002 |
(3.83E−05) | (0.0003) | (0.0004) | (0.0003) | (0.0004) | (0.0004) | |
India (−1) | 0.0942** | 0.0462 | 0.1234** | 0.0154 | 0.1365** | −0.0270 |
(0.0052) | (0.0261) | (0.0276) | (0.0199) | (0.0271) | (0.0291) | |
Sri Lanka (−1) | 0.0147** | 0.2259** | 0.0048 | 0.0289 | 0.0173 | 0.0112 |
(0.0035) | (0.0285) | (0.0161) | (0.0281) | (0.0232) | (0.0098) | |
Hong Kong (−1) | −0.0019 | −0.0068 | −0.0068 | −0.0508* | 0.0488 | 0.0330 |
(0.0045) | (0.0279) | (0.0395) | (0.0254) | (0.0364) | (0.0306) | |
Pakistan (−1) | 0.0060 | 0.0018 | 0.0209 | 0.1295** | 0.0137 | −0.0164 |
(0.0033) | (0.0186) | (0.0280) | (0.0196) | (0.0281) | (0.0273) | |
Japan (−1) | 0.0072 | 0.0089 | −0.0301 | −0.0101 | −0.0770* | −0.0374* |
(0.0037) | (0.0261) | (0.0352) | (0.0261) | (0.0371) | (0.0153) | |
China (−1) | −0.0035 | −0.0137 | −0.0717* | 0.0509* | −0.0663* | −0.0241 |
(0.0029) | (0.0255) | (0.0284) | (0.0200) | (0.0260) | (0.0307) |