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Does economic policy uncertainty in the U.S. influence stock markets in China and India? : time-frequency evidence

Li, Rong; Li, Sufang; Yuan, Di; Yu, Keming - In: Applied economics 52 (2020) 39, pp. 4300-4316

Persistent link: https://www.econbiz.de/10012259034

Equity market integration of China and Southeast Asian countries : further evidence from MGARCH-ADCC and wavelet coherence analysis

Ngo Thai Hung - In: Quantitative finance and economics 3 (2019) 2, pp. 201-220

Persistent link: https://www.econbiz.de/10012176460

COVID-19 pandemic, economic indicators and sectoral returns : evidence from US and China

Fiza Qureshi - In: Economic research 35 (2022) 1,2, pp. 2142-2172

Persistent link: https://www.econbiz.de/10014382053

Interdependence between foreign exchange rate and international reserves : fresh evidence from China

Jiang, Zhuhua; Yoon, Seong-min - In: Research in international business and finance 69 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015052405

Correlation and spillover effects between the carbon market and China's stock market : evidence from wavelet and quantile coherency network analysis

Sun, Luxi; Wang, Zhili; Kong, Shuning; Xia, Xiaohua - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1175-1196

Persistent link: https://www.econbiz.de/10014535452

The Role of Macroeconomic News in Sovereign CDS Markets : Domestic and Spillover News Effects from the U.S., the Eurozone and China

Kim, Suk-Joong - 2015

The impact of domestic and spillover macroeconomic news from the U.S., the Eurozone and China on national sovereign credit default swap (CDS) spreads and spread volatility are examined over a recent period of financial instability from November 2007 to March 2012. We find that better than...

Persistent link: https://www.econbiz.de/10013023253