Volatility spillovers across daytime and overnight information between China and world equity markets
Jian Hua and Bilel Sanhaji
| Year of publication: |
2015
|
|---|---|
| Authors: | Hua, Jian ; Sanhaji, Bilel |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 49/51, p. 5407-5431
|
| Subject: | global financial crisis | daytime returns | overnight returns | return and volatility spillovers | multivariate GARCH | Volatilität | Volatility | Finanzkrise | Financial crisis | China | Kapitaleinkommen | Capital income | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market | Welt | World | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| 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/10011341791