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Empirical analysis of dynamic linkages between China and international stock markets

Chiang, Thomas C.; Chen, Xiaoyu - In: Journal of mathematical finance 6 (2016) 1, pp. 189-212

Persistent link: https://www.econbiz.de/10011543897

Empirical analysis of dynamic linkages between China and international stock markets

Chiang, Thomas C.; Chen, Xiaoyu - In: Inventi impact: emerging economies (2016) 4, pp. 225-248

Persistent link: https://www.econbiz.de/10011588782

From oil to stock markets

Guesmi, Khaled; Boubaker, Heni; Lai, Van Son - In: Journal of economic integration 31 (2016) 1, pp. 103-133

Persistent link: https://www.econbiz.de/10011451684

Volatility spillover effects between oil and GCC stock markets : a wavelet-based asymmetric dynamic conditional correlation approach

Thuy Tien Ho; Ngo Thai Hung - In: International journal of Islamic and Middle Eastern … 15 (2022) 6, pp. 1127-1149

Persistent link: https://www.econbiz.de/10014337182

The role of uncertainty in forecasting volatility comovements across stock markets

Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo - In: Economic modelling 125 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014463541

Spillover and comovement : the contagion mechanism of systemic risks between the US and Chinese stock markets

Liu, Yaqing; Ouyang, Hongbing - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 109-121

Persistent link: https://www.econbiz.de/10010465130

Return and volatility spillovers across equity markets in mainland China, Hong Kong and the United States

Mohammadi, Hassan; Tan, Yuting - In: Econometrics : open access journal 3 (2015) 2, pp. 215-232

Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China … correlations from the DCC model suggest an increase in correlation between China and other stock markets since the most recent … the US to the other three markets; but no spillover between Hong Kong and either of the two mainland China markets; (2 …

Persistent link: https://www.econbiz.de/10011296721

Volatility transmission between ASEAN-5 stock exchanges : an approach in the context of China's stock market crash

Dias, Rui; Teixeira, Nuno; Pardal, Pedro; Godinho, Teresa - In: International journal of corporate finance and … 10 (2023) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10015050644

Financial crises, macroeconomic variables, and long-run risk : an econometric analysis of stock returns correlations (2000 to 2019)

Tronzano, Marco - In: Journal of risk and financial management : JRFM 14 (2021) 3/127, pp. 1-25

Composite) and two "safe-haven" assets (Gold, Swiss Franc), and explores their return co-movements during the last two decades …

Persistent link: https://www.econbiz.de/10012486245

Interrelationship between DAX index and four largest Eastern European stock markets

Živkov, Dejan; Njegić, Jovan; Milenković, Ivan - In: Romanian journal of economic forecasting 21 (2018) 3, pp. 88-103

Persistent link: https://www.econbiz.de/10012021813