Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China's capital account liberalization
Year of publication: |
2020
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Authors: | Yang, Kun ; Wei, Yu ; Li, Shouwei ; He, Jianmin |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-12
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Subject: | CoVaR | Asymmetric risk spillover | Financial liberalization | Realized volatility | Variational mode decomposition | Volatilität | Volatility | Hongkong | Hong Kong | Finanzmarktregulierung | Financial market regulation | China | Spillover-Effekt | Spillover effect | Shanghai | Aktienmarkt | Stock market | Börse | Bourse |
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