Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
Zhuo Qiao; Thomas C. Chiang; Wing-Keung Wong
| Year of publication: |
2008
|
|---|---|
| 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
|
| Subject: | Aktienmarkt | Stock market | Marktsegmentierung | Market segmentation | Kointegration | Cointegration | ARCH-Modell | ARCH model | China | Hongkong | Hong Kong |
| 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/10003775707