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

Table 5

Three types of market index.

type	Location on Figure 8	Market index	BC
higher out-degree; higher media ability	B	IBOV	0.0847	13.2143
		MXX	0.0796	13.3714
		XAX	0.0792	14.1714
higher out-degree; lower media ability	C	NYA	0.0461	17.4571
		SPX	0.0498	17.3000
lower out-degree; higher media ability	A	AORD	0.1090	4.4929
		N225	0.1082	3.6571
		KS11	0.1022	4.5071
		NZ50	0.0980	3.7714