Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
Year of publication: |
2008
|
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Authors: | Qiao, Zhuo ; Chiang, Thomas C. ; Wong, Wing Keung |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 18.2008, 5, p. 425-437
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Subject: | Aktienmarkt | Stock market | Marktsegmentierung | Market segmentation | Kointegration | Cointegration | ARCH-Modell | ARCH model | China | Hongkong | Hong Kong |
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