It takes two to tango : a regime-switching analysis of the correlation dynamics between the Mainland Chinese and Hong Kong stock markets
Kin-Yip Ho, Yanlin Shi and Zhaoyong Zhang
| Year of publication: |
February 2016
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|---|---|
| Authors: | Ho, Kin-Yip ; Shi, Yanlin ; Zhang, Zhaoyong |
| Published in: |
Scottish journal of political economy : the journal of the Scottish Economic Society. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0036-9292, ZDB-ID 219222-6. - Vol. 63.2016, 1, p. 41-65
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| Subject: | Aktienmarkt | Stock market | Aktienindex | Stock index | Volatilität | Volatility | Korrelation | Correlation | China | Hongkong | Hong Kong | 1997-2013 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/sjpe.12110 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011454981