Exchange). This result suggests that China has a large impact on Japanese stocks via China-related firms in Japan. Furthermore …We analyze the mechanism of return and volatility spillover effects from the Chinese to the Japanese stock market. We … construct a stock price index comprised of those companies that have substantial operations in China. This China-related index …

Exchange). This result suggests that China has a large impact on Japanese stocks via China-related firms in Japan. Furthermore …We analyze the mechanism of return and volatility spillover effects from the Chinese to the Japanese stock market. We … construct a stock price index comprised of those companies that have substantial operations in China. This China-related index …

der Börse von Tokyo. Die Bank von Japan hat in dieser Zeit durch fünf Diskontsatzerhöhungen den japanischen Zins dem … Stabilität.Während sich in den USA das Kurs-Gewinn-Verhältnis auf einen Wert zwischen 10 und 15 stabilisiert, stieg es in Japan …

This paper analyzes intraday volatility of the stock markets of mainland China, Hong Kong, Japan, and the US for the …, 2008 into two sub-periods at the failure of Lehman Brothers, we investigate how intraday volatility changes and whether the … changes are different among the stock markets. The results reveal the followings: First, although intraday volatility rapidly …

This paper analyzes intraday volatility of the stock markets of mainland China, Hong Kong, Japan, and the US for the …, 2008 into two sub-periods at the failure of Lehman Brothers, we investigate how intraday volatility changes and whether the … changes are different among the stock markets. The results reveal the followings: First, although intraday volatility rapidly …

) approach. The results indicate a unidirectional influence from China to Japan both in terms of return and volatility. Further …In this paper we analyze return and volatility spillovers during overlapping trading hours between China (Shanghai … Composite Index) and Japan (Nikkei 225 Index) using intraday high-frequency data. We first adjusted the 5-min. returns for …

(with causal feedback), and that they affect the exchange rate volatility. Finally, with weekly data we highlight that the … euro/dollar volatility "Granger-cause" the rate of return on stocks. …

Real estate investment accounts for a quarter of total fixed asset investment (FAI) in China. The real estate sectorâ … process relies primarily on collateral, like in China. As a result, the impact on economic activity of a collapse in real …€™s trading partners. Using a two-region factor-augmented vector autoregression model that allows for interaction between China …