We propose measures of the total volatility spillover, the regional volatility spillovers of 11 countries, and the directional volatility spillovers between Chinese and world equity markets from February 1996 to December 2009, based on forecast-error variance decompositions in a generalized...

This article assumes that whether the current Chinese authoritarian government can maintain socio-political stability during the potentially turbulent transition to the post- Deng Xiaoping era depends, at least in part, upon the level of popular support for the political regime (or regime...

Using data from 20 OECD countries, we find that firms with greater organization capital have significantly higher stock returns and that this represents an international phenomenon. We also find new evidence that the positive association between organization capital and stock returns increases...