Empirical analysis of the "China-US factor" in stock market linkages
Huai Qian, Bingkun Yang, and Weihua Huang
| Year of publication: |
2024
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|---|---|
| Authors: | Qian, Huai ; Yang, Bingkun ; Huang, Weihua |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 60.2024, 6, p. 1118-1129
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| Subject: | comovement | nonlinear Granger causality | Stock market | volatility index | Aktienmarkt | Volatilität | Volatility | Kausalanalyse | Causality analysis | USA | United States | Börsenkurs | Share price | Schätzung | Estimation | China | Aktienindex | Stock index | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2023.2273514 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014567007