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China, Hong Kong, and Taiwan : a quantitative assessment of real and financial integration

Cheung, Yin-Wong; Chinn, Menzie David; Fujii, Eiji - 2003

The status of real and financial integration of China, Hong Kong, and Taiwan is investigated using monthly data on one … the parity conditions is shrinking over time. In particular, China and Hong Kong appear to have experienced significant …

Persistent link: https://www.econbiz.de/10011514149

China, Hong Kong, and Taiwan : a quantitative assessment of real and financial integration

Cheung, Yin-Wong; Chinn, Menzie David; Fujii, Eiji - 2003

Persistent link: https://www.econbiz.de/10011521444

The volatility dynamics of the Greater China stock markets

Hong, Min-goo; Yoon, Byung-jo; Chang, Kook-hyun - In: Asia-Pacific journal of financial studies 43 (2014) 5, pp. 721-738

Persistent link: https://www.econbiz.de/10010437780

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

Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China … the US to the other three markets; but no spillover between Hong Kong and either of the two mainland China markets; (2 … mainland China and Hong Kong markets and low correlations of 6.4% and 7.2% between the US and China's two markets; thus …

Persistent link: https://www.econbiz.de/10011296721

Whither currency union in Greater China?

Zhang, Zhaoyong (contributor); Satō, Kiyotaka (contributor) - 2005

Persistent link: https://www.econbiz.de/10003220900

The suitability of a Greater China currency union

Cheung, Yin-Wong; Yuen, Jude - 2004

The study assesses the level of integration among the three Greater China economies (namely China, Hong Kong, and … Taiwan) and examines the suitability of a Greater China currency union. Currently, the three economies have extensive trade …

Persistent link: https://www.econbiz.de/10002058355

Tests of the random walk hypothesis for equity markets : evidence from China, Hong Kong and Singapore

Lima, Eduardo José Araújo; Tabak, Benjamin Miranda - In: Applied economics letters 11 (2004) 4, pp. 255-258

Persistent link: https://www.econbiz.de/10002001495

China, Hong Kong, and Taiwan : a quantitative assessment of real and financial integration

Cheung, Yin-Wong; Chinn, Menzie David; Fujii, Eiji - In: China economic review : an international journal 14 (2003) 3, pp. 281-303

Persistent link: https://www.econbiz.de/10001887178

The location of foreign direct investment in Chinese regions : further analysis of labor quality

Cheng, Leonard K.; Kwan, Yum-keung - In: The role of foreign direct investment in East Asian …, (pp. 213-235). 2000

Persistent link: https://www.econbiz.de/10001542752

Empirical analysis of interdependency and volatility among Asian stock markets

Chiang, Thomas C.; Jiang, Christine X. - In: Review of Pacific Basin financial markets and policies 1 (1998) 4, pp. 437-459

Persistent link: https://www.econbiz.de/10001382106