Asymmetric spillover effects between the Shanghai and Hong Kong stock markets : evidence from quantile lagged regression
Huiming Zhu, Yueli Tang and Peng Guo
| Year of publication: |
February 2017
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| Authors: | Zhu, Huiming ; Tang, Yueli ; Guo, Peng |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 9, p. 886-902
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| Subject: | Return spillovers | volatility spillovers | currency spillovers | the 2008 global financial crisis | quantile lagged regression | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Hongkong | Hong Kong | Regressionsanalyse | Regression analysis | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Shanghai | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1208356 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011811073