Similar Search Results

The global financial crisis and the integration of emerging stock markets in Asia

Kang, Sang Hoon; Yoon, Seong-min - In: Dae oe gyeong je yeon gu 15 (2011) 4, pp. 49-73

Persistent link: https://www.econbiz.de/10009426743

The Global Financial Crisis and the Integration of Emerging Stock Markets in Asia

Kang, Sang Hoon - 2013

This study investigates the effects of volatility spillovers among five Asian stock markets (China, Hong Kong, Korea, Singapore, and Taiwan) and examines how the global financial crisis of 2008 has influenced volatility transmission among Asian stock markets. The results from a VAR(1)-bivariate...

Persistent link: https://www.econbiz.de/10013076925

Upward and downward multifractality and efficiency of Chinese and Hong Kong stock markets

Mensi, Walid; Vo Xuan Vinh; Kang, Sang Hoon - In: Computational economics 64 (2024) 6, pp. 3207-3242

Persistent link: https://www.econbiz.de/10015144197

COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications : evidence from China and US economies

Mensi, Walid; Al-Yahyaee, Khamis Hamed; Vo Xuan Vinh; … - In: International economics : the quarterly journal in … 180 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10015166867

Covid-19 and Time-Frequency Spillovers between Oil and Sectoral Stocks and Portfolio Implications : Evidence from China and Us Economies

mensi, walid; Al-Yahyaee, Khamis Hamed; Vo Xuan Vinh; … - 2022

This paper examines the volatility spillovers and the time-frequency dependence between crude oil and stock sectors of US and China. We also rely on the effects of the COVID-19 pandemic on spillover effects and portfolio management. The results reveal evidence of strong positive co-movements...

Persistent link: https://www.econbiz.de/10013290646