Spillover and cojumps between the US and Chinese stock markets
Year of publication: |
2013
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Authors: | Li, Xindan ; Zhang, Bing |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 49.2013, Suppl.2, p. 23-42
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Subject: | Chinese stock market | cojump | return spillover | US stock market | volatility spillover | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | China | Volatilität | Volatility | USA | United States | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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