Information transmission between stock markets in Hong Kong, Europe and the US : new evidence on time- and state-dependence
Year of publication: |
November 2015
|
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Authors: | Maderitsch, Robert |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 35.2015, 1, p. 13-36
|
Subject: | Spillovers | Informational efficiency | Structural breaks | Threshold regression | State-dependence | Hongkong | Hong Kong | Aktienmarkt | Stock market | Strukturbruch | Structural break | Spillover-Effekt | Spillover effect | Volatilität | Volatility | EU-Staaten | EU countries | Informationsverbreitung | Information dissemination |
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