Return and volatility spillovers among sector indexes in Shanghai-Shenzhen-Hong Kong stock markets : evidence from the time and frequency domains
Wei Chen, Rui Li and Yinhong Yao
| Year of publication: |
2022
|
|---|---|
| Authors: | Chen, Wei ; Li, Rui ; Yao, Yinhong |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 13, p. 3840-3852
|
| Subject: | network construction | Shanghai-Hong Kong stock connect | Shenzhen-Hong Kong stock connect | Spillover | time and frequency domains | Hongkong | Hong Kong | Volatilität | Volatility | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2022.2072204 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013462427