Related Books
Language: en
Pages: 36
Pages: 36
Type: BOOK - Published: 2010 - Publisher:
The paper examines the short-run spillover effects of daily stock returns and volatilities between the Samp;P 500 in the U.S. and Shanghai SSE composite in Chin
Language: en
Pages: 36
Pages: 36
Type: BOOK - Published: 2017 - Publisher:
We assess the stock market volatility spillover between three closely related countries, United States, China and Australia. This study considers industry data
Language: en
Pages:
Pages:
Type: BOOK - Published: 2014 - Publisher:
In this paper, we have examined stock market linkages between Greater China and the US and Japan in terms of volatility and price spillovers, yielding a few fin
Language: en
Pages: 19
Pages: 19
Type: BOOK - Published: 2008 - Publisher:
In this paper, we have examined stock market linkages between Greater China and the US and Japan in terms of volatility and price spillovers, yielding a few fin
Language: en
Pages: 42
Pages: 42
Type: BOOK - Published: 2009-08-01 - Publisher: INTERNATIONAL MONETARY FUND
This paper focuses on evidence from stock markets as it investigates the spillovers from the United States to mainland China and Hong Kong SAR during the subpri