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Global financial crisis effects on volatility spillover between Mainland China and Hong Kong stock markets
Zhang, Qiang; Jaffry, Shabbar - In: Investment management and financial innovations 12 (2015) 1, pp. 26-34
Persistent link: https://www.econbiz.de/10010515881
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High frequency volatility spillover effect based on the Shanghai-Hong Kong Stock Connect Program
Zhang, Qiang; Jaffry, Shabbar - In: Investment management and financial innovations 12 (2015) 2, pp. 8-15
Persistent link: https://www.econbiz.de/10011500123