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Return and volatility spillovers across equity markets in mainland China, Hong Kong and the United States
Mohammadi, Hassan; Tan, Yuting - In: Econometrics : open access journal 3 (2015) 2, pp. 215-232
across markets, with the highest correlation of 93.5% between the two Chinese markets, medium correlation of 30% between … correlations from the DCC model suggest an increase in correlation between China and other stock markets since the most recent …
Persistent link: https://www.econbiz.de/10011296721
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Spillover effects and nonlinear correlations between carbon emissions and stock markets : an empirical analysis of China's carbon-intensive industries
Xu, Lin; Wu, Chenyang; Qin, Quande; Lin, Xiaoying - In: Energy economics 111 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013350179
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Modeling dynamic conditional correlations with leverage effects and volatility spillover effects : evidence from the Chinese and US stock markets affected by the recent trade frict...
Pan, Qunxing; Mei, Xiaowen; Gao, Tianqing - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013413579
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The long-term performance of cross-border mergers and acquisitions : evidence from the Chinese stock market
Lan, Sai; Yang, Fan; Zhu, Hong - In: Chinese management studies : CMS 9 (2015) 3, pp. 385-400
Persistent link: https://www.econbiz.de/10011442133
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The stock market performance of exploration-oriented and exploitation-oriented cross-border mergers and acquisitions : evidence from emerging market enterprises
Zhang, Zhu; Lyles, Marjorie A.; Wu, Changqi - In: International business review : the official journal of … 29 (2020) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10012303661
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Does downside risk matter more in asset pricing? : evidence from China
Ali, Heba - In: Emerging markets review 39 (2019), pp. 154-174
Persistent link: https://www.econbiz.de/10012313110
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Do COVID-19 epidemic explains the dynamic conditional correlation between china's stock market index and international stock market indices?
Derbali, Abdelkader; Naoui, Kamel; Ben Sassi, Mounir; … - In: The Chinese economy : translations and studies 55 (2022) 3, pp. 227-242
Persistent link: https://www.econbiz.de/10013204855
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Spillover and comovement : the contagion mechanism of systemic risks between the US and Chinese stock markets
Liu, Yaqing; Ouyang, Hongbing - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 109-121
Persistent link: https://www.econbiz.de/10010465130
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Oil price shocks and stock market returns : new evidence from the United States and China
Broadstock, David C.; Filis, George - In: Journal of international financial markets, … 33 (2014), pp. 417-433
Persistent link: https://www.econbiz.de/10011299813
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Industry momentum with correlation consolidation : evidence from China
Boubaker, Sabri; Du, Lechuan; Liu, Zhenya - In: The journal of asset management : a major new, … 23 (2022) 1, pp. 73-82
Persistent link: https://www.econbiz.de/10013170893