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Volatility analysis based on GARCH-type models : evidence from the Chinese stock market

Wang, Yuling; Xiang, Yunshuang; Lei, Xinyu; Zhou, Yucheng - In: Economic research 35 (2022) 1,3, pp. 2530-2554

Persistent link: https://www.econbiz.de/10014382202

Stock market volatility and bank performance in China

Tan, Yong; Floros, Christos - In: Studies in economics and finance 29 (2012) 3, pp. 211-228

Persistent link: https://www.econbiz.de/10009614372

Impact of future trading on stock market : a study of BRIC countries

Gahlot, Ruchika; Datta, Saroj Kumar - In: Studies in economics and finance 29 (2012) 2, pp. 118-132

Persistent link: https://www.econbiz.de/10009559805

Return and volatility spillovers across equity markets in mainland China, Hong Kong and the United States

Mohammadi, Hassan; Tan, Yuting - In: Econometrics : open access journal 3 (2015) 2, pp. 215-232

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 …

Persistent link: https://www.econbiz.de/10011296721

The impact of Brexit on the stock markets of the greater China region

Morales, Lucía; Andréosso-O'Callaghan, Bernadette - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-19

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 …

Persistent link: https://www.econbiz.de/10011883261

Oil price shocks, economic policy uncertainty and industry stock returns in China : asymmetric effects with quantile regression

You, Wan-hai; Guo, Yawei; Zhu, Huiming; Tang, Yong - In: Energy economics 68 (2017), pp. 1-18

Persistent link: https://www.econbiz.de/10011904980

Oil prices, stock returns, and exchange rates : empirical evidence from China and the United States

Bai, Shuming; Koong, Kai S. - In: The North American journal of economics and finance : a … 44 (2018), pp. 12-33

Persistent link: https://www.econbiz.de/10012036287

Linkages between crude oil and emerging Asian stock markets : new evidence from the Chinese stock market crash

Yousaf, Imran; Hassan, Arshad - In: Finance research letters 31 (2019), pp. 207-217

Persistent link: https://www.econbiz.de/10012421548

Return and volatility spillover across equity markets between China and Southeast Asian countries

Ngo Thai Hung - In: Journal of economics, finance & administrative science 24 (2019) 47, pp. 66-81

Purpose - Actions of incumbent politicians and firms' managers during election years have been cited as sources of many problems that afflict economies and business entities. Given the controversies surrounding the impact of elections on firms' soundness, this paper poses a question of whether...

Persistent link: https://www.econbiz.de/10012025398

The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector

Hu, Yang; Lang, Chunlin; Corbet, Shaen; Wang, Junchuan - In: Research in international business and finance 68 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014451822