The Volatility Forecasting Power of Financial Network Analysis
Table 2
Stock country indices by region.
Region
Indices
North America
S&P500 and NASDAQ from USA and TSX from Canada
Latin America
IPC from Mexico, IBOVESPA from Brazil, IPSA from Chile, MERVAL from Argentina, and IGBVL from Peru
Europe
FTSE from UK, CAC from France, DAX from Germany, IBEX from Spain, MIB from Italy, AEX from Holland, OMX from Sweden, RTS from Russia, and SMI from Swiss
Asia
NIKKEI from Japan, HANG-SENG from Hong Kong, KOSPI from Korea, TSE from Taiwan, JSE from Indonesia, KLCI from Malaysia, and ST from Singapore