Dependence structures between Chinese stock markets and the international financial market : evidence from a wavelet-based quantile regression approach
Lu Yang, Shuairu Tian, Wei Yang, Mingli Xu, Shigeyuki Hamori
| Year of publication: |
2018
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|---|---|
| Authors: | Yang, Lu ; Tian, Shuairu ; Yang, Wei ; Xu, Mingli ; Hamori, Shigeyuki |
| 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. 45.2018, p. 116-137
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| Subject: | Chinese stock market | Quantile regression analysis | Wavelet | China | Aktienmarkt | Stock market | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Schätzung | Estimation | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.02.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012117763