The dynamic extreme co-movement between Chinese stock market and global stock markets
Year of publication: |
2019
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Authors: | Huang, Naijing ; Huang, Zhigang ; Wang, Weijia |
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. 55.2019, 14, p. 3241-3257
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Subject: | economic policy uncertainty | extreme co-movement | financial integration | time-varying copula | trade openness | Aktienmarkt | Stock market | China | Marktintegration | Market integration | Börsenkurs | Share price | Welt | World | Internationaler Finanzmarkt | International financial market | Multivariate Verteilung | Multivariate distribution | Finanzmarktregulierung | Financial market regulation | Volatilität | Volatility |
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