{"id":"https://openalex.org/W2016524026","doi":"https://doi.org/10.1080/13504850050059113","title":"International transmission of stock prices among G7 countries: LA-VAR approach","display_name":"International transmission of stock prices among G7 countries: LA-VAR approach","publication_year":2000,"publication_date":"2000-09-01","ids":{"openalex":"https://openalex.org/W2016524026","doi":"https://doi.org/10.1080/13504850050059113","mag":"2016524026"},"language":"en","primary_location":{"id":"doi:10.1080/13504850050059113","doi":"https://doi.org/10.1080/13504850050059113","is_oa":false,"landing_page_url":"https://doi.org/10.1080/13504850050059113","pdf_url":null,"source":{"id":"https://openalex.org/S96544531","display_name":"Applied Economics Letters","issn_l":"1350-4851","issn":["1350-4851","1466-4291"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","jufo-1","norway-1","poland-40","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Economics Letters","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5007913012","display_name":"Shigeyuki Hamori","orcid":"https://orcid.org/0000-0003-1498-0188","observed_orcids":["https://orcid.org/0000-0003-1498-0188"]},"institutions":[{"id":"https://openalex.org/I65837984","display_name":"Kobe University","ror":"https://ror.org/03tgsfw79","country_code":"JP","type":"education","lineage":["https://openalex.org/I65837984"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Shigeyuki Hamori","raw_affiliation_strings":["Kobe University, 2-1, Rokkodai, Nada-Ku, Kobe, 657, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Kobe University, 2-1, Rokkodai, Nada-Ku, Kobe, 657, Japan","institution_ids":["https://openalex.org/I65837984"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5057076606","display_name":"Yuriko Imamura","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I52325981","display_name":"Okinawa International University","ror":"https://ror.org/015cgnr56","country_code":"JP","type":"education","lineage":["https://openalex.org/I52325981"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Yuriko Imamura","raw_affiliation_strings":["Faculty of Business and Economics, Okinawa International University, 2-6-1 Ginowan, Ginowan City, Okinawa 901-2701, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Business and Economics, Okinawa International University, 2-6-1 Ginowan, Ginowan City, Okinawa 901-2701, Japan","institution_ids":["https://openalex.org/I52325981"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":32,"citation_normalized_percentile":{"value":0.31872294,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"7","issue":"9","first_page":"613","last_page":"618"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.7954000234603882,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.7954000234603882,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.1914999932050705,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.005900000222027302,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/g7-countries","display_name":"G7 countries","score":0.847000002861023},{"id":"https://openalex.org/keywords/us-stock-market-influence","display_name":"US stock market influence","score":0.5870000123977661},{"id":"https://openalex.org/keywords/international-financial-contagion","display_name":"international financial contagion","score":0.3880000114440918}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6825373768806458},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6627203226089478},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5888935327529907},{"id":"https://openalex.org/C133029050","wikidata":"https://www.wikidata.org/wiki/Q385593","display_name":"Vector autoregression","level":2,"score":0.4662401080131531},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.4611660838127136},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.36978858709335327},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.34639811515808105},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.12001484632492065},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1080/13504850050059113","doi":"https://doi.org/10.1080/13504850050059113","is_oa":false,"landing_page_url":"https://doi.org/10.1080/13504850050059113","pdf_url":null,"source":{"id":"https://openalex.org/S96544531","display_name":"Applied Economics Letters","issn_l":"1350-4851","issn":["1350-4851","1466-4291"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","jufo-1","norway-1","poland-40","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Economics Letters","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:taf:apeclt:v:7:y:2000:i:9:p:613-618","doi":null,"is_oa":false,"landing_page_url":"http://www.informaworld.com/openurl?genre=article&doi=10.1080/13504850050059113&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W1580408598","https://openalex.org/W1975994995","https://openalex.org/W2006681979","https://openalex.org/W2019459021","https://openalex.org/W2019975447","https://openalex.org/W2078213728","https://openalex.org/W2078565364","https://openalex.org/W2093384400","https://openalex.org/W2095364399","https://openalex.org/W2097580026","https://openalex.org/W2108122190","https://openalex.org/W2110603299","https://openalex.org/W2127223208","https://openalex.org/W2153562738","https://openalex.org/W4230644069","https://openalex.org/W4292713895"],"related_works":["https://openalex.org/W2268455678","https://openalex.org/W7098589634","https://openalex.org/W1840417038","https://openalex.org/W1605430230","https://openalex.org/W7167244905","https://openalex.org/W2090046022","https://openalex.org/W2016345914","https://openalex.org/W4241803627","https://openalex.org/W2770901283","https://openalex.org/W2781496725"],"abstract_inverted_index":{"The":[0,43],"reported":[1],"study":[2,44],"analysed":[3,32],"interdependence":[4],"among":[5],"stock":[6,29,52],"prices":[7,30,53],"in":[8,35,40,56],"G7":[9],"countries":[10],"using":[11],"the":[12,18,47,57,60,69,73,77],"LA-VAR":[13],"method.":[14],"Monthly":[15],"data":[16],"for":[17],"period":[19],"from":[20],"December":[21],"1969":[22],"to":[23,68],"May":[24],"1995":[25],"were":[26,31],"used":[27],"and":[28,54],"not":[33],"only":[34],"local":[36],"currencies":[37],"but":[38],"also":[39],"US":[41,51,74],"dollars.":[42],"revealed":[45],"that":[46],"causal":[48],"relationship":[49],"between":[50],"those":[55],"rest":[58],"of":[59,72],"world":[61,78],"is":[62],"significant.":[63],"This":[64],"may":[65],"be":[66],"due":[67],"dominant":[70],"influence":[71],"economy":[75],"on":[76],"market.":[79]},"counts_by_year":[{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2016-06-24T00:00:00"}