EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search
  • Dynamic Linkages Between the C...
  • More details
Cover Image

Dynamic Linkages Between the China and International Stock Markets

Year of publication:
2009
Authors: Fan, Kui ; Lu, Zudi ; Wang, Shouyang
Published in:
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 16.2009, 3, p. 211-230
Publisher: Springer
Subject: Chinese stock market | Markov-switching models | Long/short term linkage | Cointegration | Spillover effect
Saved in:
  • More details
Extent:
text/html
Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10004976856
    • EndNote
    • BibTeX
    • Zotero, Mendeley, RefWorks, ...
    • Text
Saved in favorites
    Similar items by subject
    • Examining spillover effect of US monetary policy to European stock markets: A Markov-Switching approach

      Mumtaz, Muhammad Zubair, (2019)

    • Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand

      Yang, Lu, (2014)

    • Spillover effect of US monetary policy to ASEAN stock markets : evidence from Indonesia, Singapore, and Thailand

      Yang, Lu, (2014)

    • More ...
    Similar items by person
    • Dynamic linkages between the China and international stock markets

      Fan, Kui, (2009)

    • Causal linkages among Shanghai, Shenzhen, and Hong Kong stock markets

      Zhu, Hongquan, (2004)

    • Nonparametric estimation of density function for sample process under mixing condition

      Li, Zhu-yu, (1997)

    • More ...
    A service of the
    zbw
    • Sitemap
    • Plain language
    • Accessibility
    • Contact us
    • Imprint
    • Privacy

    Loading...