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The paradox of China's international stock market co-movement : evidence from volatility spillover effects between China and G5 stock markets
Nishimura, Yusaku; Men, Ming - In: Journal of Chinese economic and foreign trade studies 3 (2010) 3, pp. 235-253
Persistent link: https://www.econbiz.de/10008859380
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Intraday return and volatility spillover mechanism from Chinese to Japanese stock market
Nishimura, Yusaku; Tsutsui, Yoshirō; Hirayama, Kenjiro - In: Journal of the Japanese and international economies : … 35 (2015), pp. 23-42
Persistent link: https://www.econbiz.de/10011380505
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The Chinese stock market does not react to the Japanese market : using intraday data to analyse return and volatility spillover effects
Nishimura, Yusaku; Tsutsui, Yoshirō; Hirayama, Kenjiro - In: The Japanese economic review : the journal of the … 67 (2016) 3, pp. 280-294
Persistent link: https://www.econbiz.de/10011720860
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The intraday volatility spillover index approach and an application in the Brexit vote
Nishimura, Yusaku; Sun, Bianxia - In: Journal of international financial markets, … 55 (2018), pp. 241-253
Persistent link: https://www.econbiz.de/10011984139
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Do international investors cause stock market spillovers? : comparing responses of cross-listed stocks between accessible and inaccessible markets
Nishimura, Yusaku; Tsutsui, Yoshiro; Hirayama, Kenjiro - In: Economic modelling 69 (2018), pp. 237-248
Persistent link: https://www.econbiz.de/10012016160