Has there been any change in the comovement between the Chinese and US stock markets?
Bing Zhang; Xiao-Ming Li
| Year of publication: |
2014
|
|---|---|
| Authors: | Zhang, Bing ; Li, Xiao-Ming |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 29.2014, p. 525-536
|
| Subject: | Conditional correlation | Chinese stock market | US stock market | Cointegration | Aktienmarkt | Stock market | China | Korrelation | Correlation | Kointegration | Börsenkurs | Share price | USA | United States | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010432302