Multiscale Tail Risk Connectedness of Global Stock Markets: A LASSO-Based Network Topology Approach

Table 2

Stock indexes in different countries.

Continent	Country	Index	Abbreviation
America	Argentina	S&P Merval	MERV.AR
		S&P/BYMA Argentina general	IBG.AR
	Brazil	BOVESPA	BVSP.BR
		Midlarge cap index	MLCX.BR
		Small-cap index	SMLL.BR
	Canada	S&P/TSX composite	GSPTSE.CA
		S&P/TSX Canadian midcap	SPTSEM.CA
		S&P/TSX Canadian small cap	SPTSES.CA
	Chile	S&P CLX IPSA	SPIPSA.CL
	Colombia	FTSE Colombia	FTWICOLL.CO
	Costa Rica	Costa Rica indice accionario	IACR.CR
	Mexico	S&P/BMV IPC	MXX.MX
	Peru	FTSE Peru	FTWIPERL.PE
	USA	NASDAQ composite	NASDAQ.US
		S&P500	SPX.US
		Dow jones industrial average	DJI.US
		Nasdaq 100	NDX.US
		US small cap 2000	RUT.US
Africa	Botswana	BSE domestic company	DCIBT.BW
		BSE foreign company	FCIBT.BW
	Egypt	EGX30	EGX30.EG
	Kenya	Kenya NSE 20	NSE20.KE
	Morocco	Moroccan all shares	MASI.MA
	Tunisia	Tunindex	TUNINDEX.TN
	South Africa	South Africa top 40	JTOPI.ZA
Asia	Hong Kong	Heng Sheng	HS.HK.CN
		Hang Seng China affiliated corps (CCI)	HSCC.HK.CN
	Mainland China	Shanghai composite	SSEC.CN
		SZSE component	SZI.CN
	Indonesia	Jakarta stock exchange composite index	JKSE.ID
		Jakarta stock exchange LQ45	JKLQ45.ID
		NIFTY small cap 100	NIFSMCP100.ID
	Israel	TA35	TA35.IL
	India	Nifty 50	NSEI.IN
	Jordan	Amman SE general	AMGNRLX.JO
	Japan	Nikkei 225	N225.JP
		TOPIX	TOPIX.JP
	Korea	KOSPI	KS11.KR
	Lebanon	BLOM stock	BLSI.LB
	Sri Lanka	CSE all share	CSE.LK
	Mauritius	Semdex	MDEX.MU
	Malaysia	FTSE Malaysia	FTWIMALL.MY
	Oman	MSM 30	MSI.OM
	Philippines	FTSE Philippines	FTWIPHLL.PH
	Pakistan	Karachi 100	KSE.PK
	Qatar	QE general	QSI.QA
	Saudi Arabia	Tadawul all share	TASI.SA
	Singapore	FTSE Singapore	FTWISGPL.SG
	Thailand	SET index	SETI.TH
	Turkey	BIST 100	XU100.TR
	Vietnam	VN	VNI.VN
Europe	Austria	FTSE Austria	FTWIAUTE.AT
	Belgium	BEL 20	BFX.BE
		BEL mid	BELM.BE
		BEL small	BELS.BE
	Switzerland	SWI20	SSMI.CH
	Czech Republic	FTSE Czech Republic	FTWICZHL.CZ
	Denmark	OMX Copenhagen all shares	OMXCGI.DK
	Spain	IBEX35	IBEX35.ES
	Finland	OMX Helsinki 25	OMXH25.FI
		OMX Helsinki midcap	OMXHMCPI.FI
		OMX Helsinki small-cap PI	OMXHSCPI.FI
	France	CAC 40	FCHI.FR
		CAC mid & small	CACMS.FR
	UK	FTSE100	FTSE.GB
	Germany	DAX	DAX.GE
		DAX midcap	MDAXI.GE
	Greece	FTSE/ATHEX large cap	ATF.GR
	Croatia	CROBEX	CRBEX.HR
	Hungary	FTSE Hungary	FTWIHUNL.HU
	Ireland	FTSE Ireland	FTWIIRLE.IE
	Iceland	ICEX main	OMXIPI.IS
	Italy	FTSE MIB	FTMIB.IT
	Netherlands	AEX	AEX.NL
	Norway	Oslo OBX	OBX.NO
	Poland	WIG20	WIG20.PL
	Portugal	PSI all share gross return	BVLG.PT
	Russia	MOEX Russia	IMOEX.RU
		RTSI	IRTS.RU
	Sweden	OMX Stockholm 30	OMXS30.SE
	Slovenia	Blue-Chip SBITOP	SBITOP.SI
	Ukraine	PFTS	PFTSI.UA
Oceania	Australia	S&P/ASX 200	AXJO.AU
		S&P/ASX midcap 50	AXMD.AU
	New Zealand	NZX 50	NZ50.NZ