{"id":"https://openalex.org/W4387956216","doi":"https://doi.org/10.1007/978-3-031-46775-2_23","title":"Examining the Risk Contribution of Major Stock Markets to the Global Equity Market During the COVID-19 Pandemic","display_name":"Examining the Risk Contribution of Major Stock Markets to the Global Equity Market During the COVID-19 Pandemic","publication_year":2023,"publication_date":"2023-01-01","ids":{"openalex":"https://openalex.org/W4387956216","doi":"https://doi.org/10.1007/978-3-031-46775-2_23"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-031-46775-2_23","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-031-46775-2_23","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","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/A5037897843","display_name":"Namchok Chimprang","orcid":"https://orcid.org/0000-0002-6690-6185"},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":true,"raw_author_name":"Namchok Chimprang","raw_affiliation_strings":["Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, 50200, Thailand","Office of Research Administration, Chiang Mai University, Chiang Mai, 50200, Thailand"],"affiliations":[{"raw_affiliation_string":"Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, 50200, Thailand","institution_ids":["https://openalex.org/I48076826"]},{"raw_affiliation_string":"Office of Research Administration, Chiang Mai University, Chiang Mai, 50200, Thailand","institution_ids":["https://openalex.org/I48076826"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5020022323","display_name":"Woraphon Yamaka","orcid":"https://orcid.org/0000-0002-0787-1437"},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Woraphon Yamaka","raw_affiliation_strings":["Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, 50200, Thailand"],"affiliations":[{"raw_affiliation_string":"Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, 50200, Thailand","institution_ids":["https://openalex.org/I48076826"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5093128269","display_name":"Nattakit Intawong","orcid":null},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Nattakit Intawong","raw_affiliation_strings":["Faculty of Economics, Chiang Mai University, Chiang Mai, 50200, Thailand"],"affiliations":[{"raw_affiliation_string":"Faculty of Economics, Chiang Mai University, Chiang Mai, 50200, Thailand","institution_ids":["https://openalex.org/I48076826"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5037897843"],"corresponding_institution_ids":["https://openalex.org/I48076826"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.76295316,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"258","last_page":"270"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9997000098228455,"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"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9997000098228455,"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/T11711","display_name":"COVID-19 Pandemic Impacts","score":0.9976000189781189,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9965999722480774,"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/copula","display_name":"Copula (linguistics)","score":0.6448257565498352},{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.6357791423797607},{"id":"https://openalex.org/keywords/equity","display_name":"Equity (law)","score":0.6297012567520142},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.6257885694503784},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5391396284103394},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.5135347843170166},{"id":"https://openalex.org/keywords/coronavirus-disease-2019","display_name":"Coronavirus disease 2019 (COVID-19)","score":0.4880026876926422},{"id":"https://openalex.org/keywords/market-capitalization","display_name":"Market capitalization","score":0.46584638953208923},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.4375467896461487},{"id":"https://openalex.org/keywords/market-risk","display_name":"Market risk","score":0.43311044573783875},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.42799127101898193},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.41823068261146545},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4012485146522522},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.34341293573379517},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.22592926025390625},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.16353896260261536},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.13892245292663574},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.12003940343856812},{"id":"https://openalex.org/keywords/medicine","display_name":"Medicine","score":0.08770671486854553},{"id":"https://openalex.org/keywords/political-science","display_name":"Political science","score":0.08697730302810669},{"id":"https://openalex.org/keywords/internal-medicine","display_name":"Internal medicine","score":0.07761332392692566}],"concepts":[{"id":"https://openalex.org/C17618745","wikidata":"https://www.wikidata.org/wiki/Q207509","display_name":"Copula (linguistics)","level":2,"score":0.6448257565498352},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.6357791423797607},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.6297012567520142},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.6257885694503784},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5391396284103394},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5135347843170166},{"id":"https://openalex.org/C3008058167","wikidata":"https://www.wikidata.org/wiki/Q84263196","display_name":"Coronavirus disease 2019 (COVID-19)","level":4,"score":0.4880026876926422},{"id":"https://openalex.org/C193445137","wikidata":"https://www.wikidata.org/wiki/Q471719","display_name":"Market capitalization","level":4,"score":0.46584638953208923},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.4375467896461487},{"id":"https://openalex.org/C73858035","wikidata":"https://www.wikidata.org/wiki/Q1164550","display_name":"Market risk","level":2,"score":0.43311044573783875},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.42799127101898193},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.41823068261146545},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4012485146522522},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.34341293573379517},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.22592926025390625},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.16353896260261536},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.13892245292663574},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.12003940343856812},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.08770671486854553},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.08697730302810669},{"id":"https://openalex.org/C126322002","wikidata":"https://www.wikidata.org/wiki/Q11180","display_name":"Internal medicine","level":1,"score":0.07761332392692566},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C524204448","wikidata":"https://www.wikidata.org/wiki/Q788926","display_name":"Infectious disease (medical specialty)","level":3,"score":0.0},{"id":"https://openalex.org/C2779134260","wikidata":"https://www.wikidata.org/wiki/Q12136","display_name":"Disease","level":2,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-031-46775-2_23","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-031-46775-2_23","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W2093849599","https://openalex.org/W2402069266","https://openalex.org/W2539577352","https://openalex.org/W2761211442","https://openalex.org/W2904436668","https://openalex.org/W3001118548","https://openalex.org/W3014934384","https://openalex.org/W3016752284","https://openalex.org/W3024045010","https://openalex.org/W3082130641","https://openalex.org/W3084519181","https://openalex.org/W3091501786","https://openalex.org/W3121865400","https://openalex.org/W3131932214","https://openalex.org/W3157685506","https://openalex.org/W3164088165","https://openalex.org/W3167765701","https://openalex.org/W3197609947","https://openalex.org/W3201510836","https://openalex.org/W4239200812","https://openalex.org/W4293250349","https://openalex.org/W4297042698","https://openalex.org/W4310860155","https://openalex.org/W4313398811"],"related_works":["https://openalex.org/W2557478321","https://openalex.org/W1530463171","https://openalex.org/W2182231296","https://openalex.org/W3124100177","https://openalex.org/W3183586935","https://openalex.org/W3216834999","https://openalex.org/W2163390680","https://openalex.org/W1999021852","https://openalex.org/W2145252306","https://openalex.org/W2279858873"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}