Has there been any change in the comovement between the Chinese and US stock markets?
Year of publication: |
2014
|
---|---|
Authors: | Zhang, Bing ; Li, Xiao-Ming |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 29.2014, p. 525-536
|
Subject: | Conditional correlation | Chinese stock market | US stock market | Cointegration | Aktienmarkt | Stock market | China | Korrelation | Correlation | Kointegration | Schätzung | Estimation | Börsenkurs | Share price | USA | United States | Marktintegration | Market integration |
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