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Stock Market Linkages between the ASEAN Countries, China and the Us : A Fractional Cointegration Approach
Caporale, Guglielmo Maria - 2019
This paper examines stock market integration between the ASEAN five and the US and China, respectively, over the period … analysis is carried out for the weekly series to study the impact of the 2007-8 global financial crisis and the 2015 China … exhibit long memory. There is cointegration between the ASEAN five and the US but almost none between the former and China …
Persistent link: https://www.econbiz.de/10012891049
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What Drives the Stock Market Comovements between Korea and China, Japan and the U.S.?
Lee, Jinsoo - 2018
This paper measures the extent of comovements in stock returns between Korea and three major countries (China, Japan …, the comovement in stock returns between Korea and China became larger after the crisis. After an additional analysis, we …
Persistent link: https://www.econbiz.de/10012920780
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What Drives the Stock Market Comovements between Korea and China, Japan and the US?
Lee, Jinsoo - 2018
This paper measures the extent of comovements in stock returns between Korea and three major countries (China, Japan …, the comovement in stock returns between Korea and China became larger after the crisis. After an additional analysis, we …
Persistent link: https://www.econbiz.de/10012929624
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Does Cultural Distance Matter in International Stock Market Comovement? Evidence from Emerging Economies Around the World
Zhang, Qiyu - 2009
Prior research suggests an inverse relationship between geographic distance and financial market linkages. In this paper, we examine whether and how cultural distance between countries mitigates this finding. We find that country-pairs exhibit higher linkages if they have smaller cultural...
Persistent link: https://www.econbiz.de/10013154756
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Linkages between India and Three ASEAN Stock Markets : A Co-Integration Approach
Rajkumar, Giridhari - 2017
Today, an investor has an array of investment choices including the opportunities to approach overseas market which were unavailable a few decades ago. In literature, the integration of stock markets has been widely discussed and analyzed. This paper examines the relationship between Indian...
Persistent link: https://www.econbiz.de/10012971461
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The financial costs of the U.S.-China trade tensions : evidence from East Asian stock markets
De Nicola, Francesca; Kessler, Martin; Nguyen, Ha - 2019
This paper examines the impacts of U.S.-China trade tensions via the lens of East Asian stock markets. Studying 10 …
Persistent link: https://www.econbiz.de/10012167933
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The Start of a New Age of Sino-Japanese Financial Cooperation as a Result of the December 2011 Sino-Japanese Summit
Sekine, Eiichi - 2012
At a summit meeting in December 2011, China and Japan agreed to improve cooperation on developing their financial …
Persistent link: https://www.econbiz.de/10013105084
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The Financial and Economic Relationship between China and the Australian Mining Sector
Abraham, Santosh - 2013
The study investigated the Australian-Chinese economic relationship to uncover opportunities for statistical arbitrage and hedging. A co-integration study using data from the Australian and Shanghai stock exchanges from 3 January 2006 to 26 August 2011 was conducted. A theory of pairs trading...
Persistent link: https://www.econbiz.de/10013090441
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The Global Macroeconomics of a Trade War. The Eagle Model on the US-China Trade Conflict
Bolt, Wilko - 2019
into China, consistent with recent trade policies by the US and the Chinese governments. We abstract from tariffs on goods … exported from the euro area, focusing on a US-China trade war. A unilateral tariff from the US against China dampens US exports … in line with the Lerner Symmetry theorem but global output contracts. Global output contracts even further after China …
Persistent link: https://www.econbiz.de/10012893548
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Night Trading with Futures in China : The Case of Aluminum and Copper
Klein, Tony - 2019
We use high-frequency data to examine the effects of introducing an additional night trading session of four hours at the Shanghai Futures Exchange for Copper and Aluminum futures in December 2013. This additional trading session is shown to cause a structural break in the intraday behavior of...
Persistent link: https://www.econbiz.de/10012898128