Keyphrases
Deep Learning Model
100%
Volatility Spillover
100%
Major Crises
100%
Volatility Contagion
100%
Crisis Period
66%
Dynamic Conditional Correlation
66%
Politicians
33%
Vulnerability
33%
Decision-making Process
33%
Risk Management
33%
Market Participants
33%
Financial Distress
33%
Window of Opportunity
33%
Emerging Stock Markets
33%
Early Warning System
33%
Crash
33%
Domestic Market
33%
Conditional Volatility
33%
International Markets
33%
Global Financial Crisis
33%
International Stock Markets
33%
Lasting Impact
33%
Management Application
33%
Hong Kong Stock Market
33%
Contagion Risk
33%
Portfolio Risk
33%
Asian Countries
33%
COVID-19 Crisis
33%
External Shocks
33%
Advanced Market
33%
Contagion Effect
33%
Advanced Equity Markets
33%
Transmission Channels
33%
Shock Transmission
33%
Volatility Transmission
33%
Market Offering
33%
Diebold-yilmaz Spillover Index
33%
BEKK-GARCH
33%
Portfolio Diversification
33%
Correlation Clustering
33%
Long Short-term Memory Network
33%
Transmission Direction
33%
Conditional Correlation
33%
Volatility Clustering
33%
Economics, Econometrics and Finance
Volatility
100%
Spillover Effect
100%
Risk Management
16%
Shock
16%
Emerging Economies
16%
Financial Crisis
16%
Generalized Autoregressive Conditional Heteroskedasticity
16%
Portfolio Diversification
16%
Contagion Effect
16%