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China occupies a unique position among developing countries. Its success in achieving relative stability in the … current global financial crisis. Over the last few years, China has been on a path of capital account opening that has drawn … introduced problems for the monetary authorities in continuing with an autonomous monetary policy in China, especially with large …
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Purpose – The purpose of this paper is to examine the impact of the future of trading on volatility as well as the … efficiency of the stock market of BRIC (Brazil, Russia, India and China) countries. This study also investigates the presence of … IBrx‐50 for Brazil, RTSI for Russia, Nifty for India and CSI300 for China to represent the stock market of BRIC countries …
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Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China … the US to the other three markets; but no spillover between Hong Kong and either of the two mainland China markets; (2 … mainland China and Hong Kong markets and low correlations of 6.4% and 7.2% between the US and China's two markets; thus …
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An examination of Brexit and its initial impact on the main stock markets in the Greater China Region (GCR) was … conducted using augmented market models that integrate Economic Policy Uncertainty (EPU) and implied volatility (VIX). The … insignificant, except for Hong Kong. Overall, China’s stock markets do not seem to be panicking and overreacting to unfolding events …
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