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Volatility Spillovers between the US and the China Stock Markets
Language: en
Pages: 36
Authors: Gyu-Hyun Moon
Categories:
Type: BOOK - Published: 2010 - Publisher:

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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
Volatility Spillover Between the US, Chinese and Australian Stock Markets
Language: en
Pages: 36
Authors: Emawtee Bissoondoyal-Bheenick
Categories:
Type: BOOK - Published: 2017 - Publisher:

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We assess the stock market volatility spillover between three closely related countries, United States, China and Australia. This study considers industry data
Price and Volatility Spillovers Between the Greater China Markets and the Developed Markets of the US and Japan
Language: en
Pages:
Authors: Ping Wang
Categories:
Type: BOOK - Published: 2014 - Publisher:

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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
Price and Volatility Spillovers between Greater China and Japan and Us Markets
Language: en
Pages: 19
Authors: Ping Wang
Categories:
Type: BOOK - Published: 2008 - Publisher:

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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
Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR: Evidence from Stock Markets
Language: en
Pages: 42
Authors: Tao Sun
Categories:
Type: BOOK - Published: 2009-08-01 - Publisher: INTERNATIONAL MONETARY FUND

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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