China's macroeconomic fundamentals on stock market volatility : evidence from Shanghai and Hong Kong
Year of publication: |
June 2017
|
---|---|
Authors: | Cheng, Andy Wui Wing ; Yip, Iris Wing Han |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 20.2017, 2, p. 1-57
|
Subject: | China | stock market volatility | GARCH-MIDAS | macroeconomic fundamentals | Aktienmarkt | Stock market | Volatilität | Volatility | Hongkong | Hong Kong | Shanghai | Börsenkurs | Share price | Wirkungsanalyse | Impact assessment |
-
Does the macroeconomy matter to market volatility? : evidence from US industries
Wu, Zhang, (2021)
-
COVID-19′s impact on the spillover effect across the Chinese and U.S. stock markets
Zhang, Yongmin, (2022)
-
Wang, Yang-chao, (2017)
- More ...
-
Eastern Halloween effect : a stochastic dominance approach
Chui, David, (2020)
-
Cheong, Tsun Se, (2019)
-
Home purchase restriction and housing price : a distribution dynamics analysis
Li, Jing, (2017)
- More ...