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Global financial crisis effects on volatility spillover between Mainland China and Hong Kong stock markets
Zhang, Qiang
;
Jaffry, Shabbar
- In:
Investment management and financial innovations
12
(
2015
)
1
,
pp. 26-34
Persistent link: https://www.econbiz.de/10010515881
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High frequency volatility spillover effect based on the Shanghai-Hong Kong Stock Connect Program
Zhang, Qiang
;
Jaffry, Shabbar
- In:
Investment management and financial innovations
12
(
2015
)
2
,
pp. 8-15
Persistent link: https://www.econbiz.de/10011500123
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