Impacts of China's crash on Asia-Pacific financial integration : volatility interdependence, information transmission and market co-movement
Abdullahi D. Ahmed, Rui Huo
Year of publication: |
2019
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Authors: | Ahmed, Abdullahi Dahir ; Huo, Rui |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 79.2019, p. 28-46
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Subject: | Financial crisis | Asia-Pacific region | BEKK GARCH | Price and volatility spillovers | Asiatisch-pazifischer Raum | Volatilität | Volatility | Finanzkrise | China | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Marktintegration | Market integration | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Asien | Asia | Preiskonvergenz | Price convergence |
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Online Resource