Volatility transmission and volatility impulse response functions among the Greater China stock markets
Xiaoye Jin (International School of Finance Law, East China University of Political Science and Law, China)
| Year of publication: |
August 2015
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| Authors: | Jin, Xiaoye |
| Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 39.2015, p. 43-58
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| Subject: | Greater China region | Volatility transmission | Volatility impulse response function | Stock market | Volatilität | Volatility | China | Aktienmarkt | Hongkong | Hong Kong | Taiwan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.asieco.2015.05.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011566465