China’s Stock Market Integration with a Leading Power and a Close Neighbor
Year of publication: |
2009
|
---|---|
Authors: | Yi, Zheng ; Heng, Chen ; Wong, Wing-Keung |
Published in: |
Journal of Risk and Financial Management. - MDPI, Open Access Journal, ISSN 1911-8074. - Vol. 2.2009, 1, p. 38-74
|
Publisher: |
MDPI, Open Access Journal |
Subject: | stock markets | cointegration | FIVECM | MGARCH |
Extent: | application/pdf text/html |
---|---|
Type of publication: | Article |
Classification: | C - Mathematical and Quantitative Methods ; E - Macroeconomics and Monetary Economics ; F2 - International Factor Movements and International Business ; F3 - International Finance ; G - Financial Economics |
Source: |
-
Fu, Man, (2011)
-
Risk Measures and Portfolio Optimization
Gambrah, Priscilla Serwaa Nkyira, (2014)
-
Risk Management of Interest Rate Derivative Portfolios: A Stochastic Control Approach
Kiriakopoulos, Konstantinos, (2014)
- More ...
-
China's stock market integration with a leading power and a close neighbor
Zheng, Yi, (2009)
-
China's stock market integration with a leading power and a close neighbor
Yi, Zheng, (2009)
-
Chen, Heng, (2008)
- More ...