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Volatility transmission and volatility impulse response functions among the Greater China stock markets
Jin, Xiaoye - In: Journal of Asian economics 39 (2015), pp. 43-58
Persistent link: https://www.econbiz.de/10011566465
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Global financial crisis and emerging stock market contagion : a volatility impulse response function approach
Jin, Xiaoye; An, Ximeng - In: Research in international business and finance 36 (2016), pp. 179-195
Persistent link: https://www.econbiz.de/10011594396