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Does the US-China trade war affect co-movements between US and Chinese stock markets?

Shi, Yujie; Wang, Liming; Ke, Jian - In: Research in international business and finance 58 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013286538

What Trump's China tariffs have cost U.S. companies?

Selmi, Refk; Errami, Youssef; Wohar, Mark E. - In: Journal of economic integration : jei 35 (2020) 2, pp. 282-295

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Sovereign debt, default and debt relief

Arslanalp, Serkan - 2004

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Trade policy uncertainty and its impact on the stock market : evidence from China-US trade conflict

He, Feng; Lucey, Brian M.; Wang, Ziwei - In: Finance research letters 40 (2021), pp. 1-5

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The US-Chinese trade war : an event study of stock-market responses

Egger, Peter; Zhu, Jiaqing - In: Economic policy 35 (2020) 103, pp. 519-559

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Trade war actions, reporting strategies, and stock market reactions

Zhang, Wenjia; Du, Julan - In: Review of Pacific Basin financial markets and policies … 27 (2024) 1, pp. 1-47

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The U.S.-China trade conflict impacts on the Chinese and U.S. stock markets : a network-based approach

Chen, Yanhua; Pantelous, Athanasios A. - In: Finance research letters 46 (2022) 2, pp. 1-8

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Trade Protection, Stock-Market Returns, and Welfare

Amiti, Mary; Kong, Sang Hoon; Weinstein, David E. - National Bureau of Economic Research - 2021

apply this framework to understanding the implications of the U.S.-China trade war. Our results show that the trade …, but also by causing declines in the returns of firms trading with China. We find that markets expect the trade war to …

Persistent link: https://www.econbiz.de/10012533307

COVID-19 and stock returns : evidence from the Markov switching dependence approach

Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: Research in international business and finance 64 (2023), pp. 1-21

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Impacts of U.S. stock market crash on South African top sector indices, volatility, and market linkages : evidence of copula-based BEKK-GARCH models

Mudiangombe, Benjamin; Muteba Mwamba, John - In: International Journal of Financial Studies : open … 11 (2023) 2, pp. 1-19

, the Gumbel copulas have higher dependence parameters, implying that extreme co-movements occur in the upper tails …

Persistent link: https://www.econbiz.de/10014382640