Return and volatility spillovers effects : evaluating the impact of Shanghai-Hong Kong Stock Connect
Year of publication: |
February 2017
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Authors: | Huo, Rui ; Ahmed, Abdullahi Dahir |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 61.2017, p. 260-272
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Subject: | Volatility spillovers | BEKK GARCH | Shanghai-Hong Kong Stock Connect | Portfolio | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Hongkong | Hong Kong | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
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