Jebran, Khalil; Iqbal, Amjad - In: China finance and economic review : CFER 4 (2016), pp. 1-13
Background: This study examined the volatility spillover effects between the stock markets of Asian countries, i.e., Pakistan, India, Sri Lanka, China, Japan, and Hong Kong. Methods: The daily data was considered from the period 4 January 1999 to 1 January 2014, consisting five trading days from...