Causality in volatility and volatility spillover effects between US, Japan and four equity markets in the South China Growth Triangular
Year of publication: |
1997
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Other Persons: | Hu, John Wei-shan (contributor) |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 7.1997, 4, p. 351-367
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Subject: | Shenzhen | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Kausalanalyse | Causality analysis | USA | United States | Japan | Hongkong | Hong Kong | Taiwan | Shanghai | 1992-1996 |
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