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Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States
Mohammadi, Hassan
;
Tan, Yuting
- In:
Econometrics
3
(
2015
)
2
,
pp. 215-232
) evidence of unidirectional ARCH and
GARCH
effects from the U.S. to the other three markets; (3) correlations of returns vary …
Persistent link: https://www.econbiz.de/10011227996
Saved in:
2
Return and volatility spillovers across equity markets in mainland China, Hong Kong and the United States
Mohammadi, Hassan
;
Tan, Yuting
- In:
Econometrics
3
(
2015
)
2
,
pp. 215-232
) evidence of unidirectional ARCH and
GARCH
effects from the US to the other three markets; (3) correlations of returns vary …
Persistent link: https://www.econbiz.de/10011755278
Saved in:
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