Dynamic Contagion of Systemic Risks on Global Main Equity Markets Based on Granger Causality Networks

<table class="figure-group"><tr class="fig-image" id="a"><td><object data="https://static.hindawi.com/articles/ddns/volume-2018/9461870/figures/9461870.fig.007a.svgz" name="9461870.fig.007a" type="image/svg+xml"></object></td></tr><tr class="fig-caption"><td><b>(a) </b>September 2007 (maximum out-degree)</td></tr><tr class="fig-image" id="b"><td><object data="https://static.hindawi.com/articles/ddns/volume-2018/9461870/figures/9461870.fig.007b.svgz" name="9461870.fig.007b" type="image/svg+xml"></object></td></tr><tr class="fig-caption"><td><b>(b) </b>April 2006 (minimum out-degree)</td></tr><tr class="fig-image" id="c"><td><object data="https://static.hindawi.com/articles/ddns/volume-2018/9461870/figures/9461870.fig.007c.svgz" name="9461870.fig.007c" type="image/svg+xml"></object></td></tr><tr class="fig-caption"><td><b>(c) </b>September 2011 (European debt crisis)</td></tr></table>

<div>Distributions of normalized betweenness centrality of Granger causality networks.</div>

Discrete Dynamics in Nature and Society

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Figure 7

Figure 7: Dynamic Contagion of Systemic Risks on Global Main Equity Markets Based on Granger Causality Networks 