Common influences, spillover and integration in Chinese stock markets
Article
Weber, Enzo and Zhang, Yanqun (2012) Common influences, spillover and integration in Chinese stock markets. Journal of Empirical Finance 19 (3), pp. 382-394.Alternative links to fulltext
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Details
| Item type | Article | ||||
| Journal or Publication Title | Journal of Empirical Finance | ||||
| Publisher | ELSEVIER SCIENCE BV | ||||
| Place of Publication | AMSTERDAM | ||||
| Volume | 19 | ||||
| Number of Issue or Book Chapter | 3 | ||||
| Page Range | pp. 382-394 | ||||
| Date | 2012 | ||||
| Date of publication | 19 Dec 2024 09:40 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Volkswirtschaftslehre und Ökonometrie > Lehrstuhl für Empirische Wirtschaftsforschung, insbesondere Makroökonomie und Arbeitsmarkt (Prof. Dr. Enzo Weber) Institute for East and Southeast European Studies (IESES) | ||||
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| Keywords | CONDITIONAL CORRELATION; A-SHARE; MODELS; HETEROSKEDASTICITY; IDENTIFICATION; VOLATILITY; China; Stock Market; Correlation; Integration; Spillover | ||||
| Dewey Decimal Classification | 300 Social sciences > 330 Economics 900 History & geography > 940 General history of Europe | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Yes | ||||
| Item ID | 63706 |
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