Dependence structure between China's stock market and other major stock markets before and after the 2008 financial crisis
Year of publication: |
2020
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Authors: | Ji, Hao ; Wang, Hao ; Xu, Jia ; Liseo, Brunero |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 11, p. 2608-2624
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Subject: | 2008 global financial crisis | ARMA-GARCH skewed-t Vine Copula | Chinese stock market | dependence structure | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | China | ARCH-Modell | ARCH model | Multivariate Verteilung | Multivariate distribution | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price |
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