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
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
Subject:	Financial crisis \| Asia-Pacific region \| BEKK GARCH \| Price and volatility spillovers \| Volatilität \| Volatility \| Asiatisch-pazifischer Raum \| Finanzkrise \| China \| ARCH-Modell \| ARCH model \| Spillover-Effekt \| Spillover effect \| Marktintegration \| Market integration \| Internationaler Finanzmarkt \| International financial market \| Finanzmarkt \| Financial market \| Preiskonvergenz \| Price convergence \| Aktienmarkt \| Stock market \| Asien \| Asia \| Japan

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