Volatility Spillovers between the US and China Stock Markets: Structural Break Test with Symmetric and Asymmetric GARCH Approaches
Year of publication: |
2010
|
---|---|
Authors: | Moon, Gyu-Hyen ; Yu, Wei-Choun |
Published in: |
Global Economic Review. - Taylor & Francis Journals, ISSN 1226-508X. - Vol. 39.2010, 2, p. 129-149
|
Publisher: |
Taylor & Francis Journals |
Subject: | Volatility spillover | China stock market | structural break | GARCH model |
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