Intraday return and volatility spillover mechanism from Chinese to Japanese stock market
Yusaku Nishimura; Yoshiro Tsutsui; Kenjiro Hirayama
| Year of publication: |
2015
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|---|---|
| Authors: | Nishimura, Yusaku ; Tsutsui, Yoshirō ; Hirayama, Kenjiro |
| Published in: |
Journal of the Japanese and international economies : an international journal ; JJIE. - Amsterdam [u.a.] : Elsevier, ISSN 0889-1583, ZDB-ID 626389-6. - Vol. 35.2015, p. 23-42
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| Subject: | Return/volatility spillover | China related stock index | High-frequency data | Intraday periodicity | China | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Japan | Aktienmarkt | Stock market | Aktienindex | Stock index | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011380505