Tzeremes, Panayiotis - In: Journal of Chinese Economic and Foreign Trade Studies 14 (2021) 2, pp. 187-201
Purpose: This study aims to examine the interconnection among the oil volatility index (OVX) and the Chinese stock markets (CSM) during the financial crisis over the period June 1, 2007 to June 26, 2012. Design/methodology/approach: Applying the time-varying Granger causality test, this paper...