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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
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Can Chinese stock index future and spot markets influence each other's volatility? : evidence from both conditional volatility and realized volatility
Zhang, Qiang; Jaffry, Shabbar - In: The journal of alternative investments 18 (2015/16) 1, pp. 37-47
Persistent link: https://www.econbiz.de/10011307951