Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China's capital account liberalization
Kun Yang, Yu Wei, Shouwei Li, Jianmin He
| Year of publication: |
2020
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| Authors: | Yang, Kun ; Wei, Yu ; Li, Shouwei ; He, Jianmin |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-12
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| Subject: | CoVaR | Asymmetric risk spillover | Financial liberalization | Realized volatility | Variational mode decomposition | Volatilität | Volatility | Hongkong | Hong Kong | China | Finanzmarktregulierung | Financial market regulation | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Shanghai | Risiko | Risk | Auslandsinvestition | Foreign investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2019.101100 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012660132