Cheng, Louis T. W.; Fung, Hung-Gay; Tse, Yiuman - In: Review of Pacific Basin Financial Markets and Policies … 11 (2008) 01, pp. 61-74
traded funds, the iShares FTSE/Xinhua China 25 Index (FXI) and the S&P 500 Index Fund (IVV). Daily data indicates that Hong …We use Granger causality tests and an EGARCH model to analyze the pricing relations in the US between two exchange …