The risk spillovers from the Chinese stock market to major East Asian stock markets : a MSGARCH-EVT-copula approach
Year of publication: |
2020
|
---|---|
Authors: | Yang, Xiao |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 65.2020, p. 173-186
|
Subject: | Asian stock markets | Spillover effects | Extreme risk | Vine copula | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | China | Ostasien | East Asia | Asien | Asia | Börsenkurs | Share price | Hongkong | Hong Kong | Volatilität | Volatility | Singapur | Singapore | Multivariate Verteilung | Multivariate distribution | ARCH-Modell | ARCH model |
-
Stock market linkages and spillover effects : an empirical analysis of select Asian markets
Sehgal, Sanjay, (2019)
-
Return and Volatility Spillovers Among Asian Stock Markets
Joshi, Prashant, (2019)
-
Return and Volatility Spillovers Among Asian Stock Markets
Joshi, Prashant Mahesh, (2018)
- More ...
-
Dual path effects of self-worth on status consumption : evidence from Chinese consumers
Cui, Hongjing, (2019)
-
Peng, Xu, (2021)
-
Height Conditions Salary Expectations : Evidence from Large-Scale Data in China
Yang, Xiao, (2017)
- More ...