An empirical analysis of the volatility spillover effect between primary stock markets abroad and China
Year of publication: |
2010
|
---|---|
Authors: | Ke, Jian ; Wang, Liming ; Murray, Louis |
Published in: |
Journal of Chinese Economic and Business Studies. - Taylor & Francis Journals, ISSN 1476-5284. - Vol. 8.2010, 3, p. 315-333
|
Publisher: |
Taylor & Francis Journals |
Subject: | volatility spillover | financial crisis | GARCH | leverage effect |
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