The Chinese stock market does not react to the Japanese market : using intraday data to analyse return and volatility spillover effects
by Yusaku Nishimura, Yoshiro Tsutsui and Kenjiro Hirayama
| Year of publication: |
September 2016
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|---|---|
| Authors: | Nishimura, Yusaku ; Tsutsui, Yoshirō ; Hirayama, Kenjiro |
| Published in: |
The Japanese economic review : the journal of the Japanese Economic Association. - Richmond, Vic. : Wiley, ISSN 1352-4739, ZDB-ID 1335724-4. - Vol. 67.2016, 3, p. 280-294
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| Subject: | Aktienmarkt | Stock market | Chinesisch | Chinese | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jere.12086 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011720860