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  • Search: subject:"Total volatility spillover index"
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Subject
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A-shares 1 ARCH model 1 ARCH-Modell 1 Aktienindex 1 Aktienmarkt 1 B-shares 1 Capital income 1 China 1 Chinese stock index returns 1 Kapitaleinkommen 1 Net volatility spillovers 1 Spillover effect 1 Spillover-Effekt 1 Stock index 1 Stock market 1 Total volatility spillover index 1 Uncertainty shocks 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chung, Chien-Ping 1 Lee, Hsiu-chuan 1 Liao, Tzu-Hsiang 1
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Pacific-Basin finance journal 1
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ECONIS (ZBW) 1
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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
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