The effects of domestic and international news and volatility on integration of Chinese stock markets with international stock markets
Mehmet Fatih Öztek, Nadir Öcal
| Year of publication: |
March 2016
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|---|---|
| Authors: | Öztek, Mehmet Fatih ; Öcal, Nadir |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 50.2016, 2, p. 317-360
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| Subject: | Multivariate GARCH | Smooth transition conditional correlation | Stock markets integration | International portfolio diversification | Aktienmarkt | Stock market | Volatilität | Volatility | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market | Marktintegration | Market integration | Portfolio-Management | Portfolio selection | China | Japan | Börsenkurs | Share price | Welt | World | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-015-0943-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011453995