Do different time horizons in the volatility of the US stock market significantly affect the China ETF market?
He Nie, Yonghong Jiang and Baoqing Yang
| Year of publication: |
2018
|
|---|---|
| Authors: | Nie, He ; Jiang, Yonghong ; Yang, Baoqing |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 25.2018, 11, p. 747-751
|
| Subject: | China ETF market | Linear and nonlinear causality | rolling window causality | time horizon in volatility | US stock market | China | Volatilität | Volatility | Aktienmarkt | Stock market | Kausalanalyse | Causality analysis | Indexderivat | Index derivative | Börsenkurs | Share price | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2017.1363853 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012129834