An empirical analysis of the volatility spillover effect between primary stock markets abroad and China
Year of publication: |
2010
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Authors: | Ke, Jian ; Wang, Liming ; Murray, Louis |
Published in: |
Journal of Chinese economic and business studies. - Abingdon : Routledge, ISSN 1476-5284, ZDB-ID 2109541-3. - Vol. 8.2010, 3, p. 315-333
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Subject: | volatility spillover | financial crisis | GARCH | leverage effect | Volatilität | Volatility | Spillover-Effekt | Spillover effect | China | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis | Börsenkurs | Share price |
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