Spillover and comovement : the contagion mechanism of systemic risks between the US and Chinese stock markets
Yaqing Liu and Hongbing Ouyang
| Year of publication: |
2014
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|---|---|
| Authors: | Liu, Yaqing ; Ouyang, Hongbing |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 50.2014, Suppl.3, p. 109-121
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| Subject: | contagion mechanism | dynamic correlation | structural conditional correlation | systemic risks | Korrelation | Correlation | Systemrisiko | Systemic risk | Ansteckungseffekt | Contagion effect | China | USA | United States | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Schätzung | Estimation | ARCH-Modell | ARCH model | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010465130