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  • Search: subject:"Net volatility spillovers"
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Year of publication
Subject
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ARCH model 3 ARCH-Modell 3 Directional and net volatility spillovers 3 Error-correction model 3 Spillover effect 3 Spillover-Effekt 3 Volatility 3 Volatilität 3 Aktienmarkt 2 China 2 Correlation spillover cycle 2 Dynamic conditional correlations 2 Greater China public property markets 2 Stock market 2 Volatility spillover effects 2 A-shares 1 Aktienindex 1 B-shares 1 Capital income 1 Chinese stock index returns 1 Conditional volatility spillover effects 1 Correlation 1 Cyclical dependencies 1 Financial market 1 Finanzmarkt 1 Hong Kong 1 Hongkong 1 Immobilienmarkt 1 Kapitaleinkommen 1 Korrelation 1 Long-run equilibrium 1 Net volatility spillovers 1 Real estate market 1 Schock 1 Shock 1 Stock index 1 Total volatility spillover index 1 Uncertainty shocks 1
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Undetermined 3
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 research-article 1
Language
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English 4
Author
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Liow, Kim Hiang 2 Chung, Chien-Ping 1 Hiang Liow, Kim 1 Lee, Hsiu-chuan 1 Liao, Tzu-Hsiang 1
Published in...
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Journal of Property Investment & Finance 1 Journal of property investment & finance 1 Pacific-Basin finance journal 1 The North American journal of economics and finance : a journal of financial economics studies 1
Source
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ECONIS (ZBW) 3 Other ZBW resources 1
Showing 1 - 4 of 4
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Volatility spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns
Chung, Chien-Ping; Liao, Tzu-Hsiang; Lee, Hsiu-chuan - In: Pacific-Basin finance journal 65 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10013209559
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Volatility spillover dynamics and relationship across G7 financial markets
Liow, Kim Hiang - In: The North American journal of economics and finance : a … 33 (2015), pp. 328-365
Persistent link: https://www.econbiz.de/10011535255
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The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages
Hiang Liow, Kim - In: Journal of Property Investment & Finance 32 (2014) 6, pp. 610-641
Purpose – The purpose of this paper is to examine weekly dynamic conditional correlations (DCC) and vector autoregressive (VAR)-based volatility spillover effects within the three Greater China (GC) public property markets, as well as across the GC property markets, three Asian emerging...
Persistent link: https://www.econbiz.de/10014898876
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Cover Image
The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages
Liow, Kim Hiang - In: Journal of property investment & finance 32 (2014) 6, pp. 610-641
Persistent link: https://www.econbiz.de/10010416248
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