Oh, Minseog; Kim, Donggyu - 2022
In this paper, we investigate the effect of the U.S.--China trade war on stock markets from a financial contagion … perspective, based on high-frequency financial data. Specifically, to account for risk contagion between the U.S. and China stock … propose hypothesis test procedures. From the empirical study, we find evidence of financial contagion from the U.S. to China …
