Comovement between the Chinese business cycle and financial volatility : based on a DCC-MIDAS model
Yuhang Zheng, Zhenzhen Wang, Zhehao Huang, and Tianpei Jiang
| Year of publication: |
2020
|
|---|---|
| Authors: | Zheng, Yuhang ; Wang, Zhenzhen ; Huang, Zhehao ; Jiang, Tianpei |
| Subject: | business cycle | comovement | DCC-MIDAS model | financial volatility | Volatilität | Volatility | Konjunktur | Business cycle | China | Konjunkturzusammenhang | Business cycle synchronization | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Korrelation | Correlation | Finanzmarkt | Financial market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2019.1620100 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012211529