Narrow search
Showing 11 - 20 of 366,203
Cover Image
Dynamic linkages between stock markets : the effects of crises and globalization
Doman, Małgorzata; Doman, Ryszard - In: Portuguese economic journal 12 (2013) 2, pp. 87-112
Persistent link: https://www.econbiz.de/10009780259
Cover Image
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
Qiao, Zhuo; Chiang, Thomas C.; Wong, Wing Keung - In: Journal of international financial markets, … 18 (2008) 5, pp. 425-437
Persistent link: https://www.econbiz.de/10003775707
Cover Image
Empirical analysis of dynamic linkages between China and international stock markets
Chiang, Thomas C.; Chen, Xiaoyu - In: Journal of mathematical finance 6 (2016) 1, pp. 189-212
Persistent link: https://www.econbiz.de/10011543897
Cover Image
Has there been any change in the comovement between the Chinese and US stock markets?
Zhang, Bing; Li, Xiao-Ming - In: International review of economics & finance : IREF 29 (2014), pp. 525-536
Persistent link: https://www.econbiz.de/10010432302
Cover Image
Empirical analysis of dynamic linkages between China and international stock markets
Chiang, Thomas C.; Chen, Xiaoyu - In: Inventi impact: emerging economies (2016) 4, pp. 225-248
Persistent link: https://www.econbiz.de/10011588782
Cover Image
Oil prices and chinese stock market : nonlinear causality and volatility persistence
Wen, Fenghua; Xiao, Jihong; Xia, Xiaohua; Chen, Bin; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 6, pp. 1247-1263
Persistent link: https://www.econbiz.de/10012210710
Cover Image
Role of index futures on China's stock markets : evidence from price discovery and volatility spillover
Miao, Hong; Ramchander, Sanjay; Wang, Tianyang; Yang, … - In: Pacific-Basin finance journal 44 (2017), pp. 13-26
Persistent link: https://www.econbiz.de/10011800737
Cover Image
Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China : a DCC-MIDAS-X approach considering structural breaks
Xiong, Youlin; Shen, Jun; Yoon, Seong-min; Dong, Xiyong - In: Finance research letters 61 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014490845
Cover Image
Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity
Seo, Byeongseon - In: Journal of econometrics 137 (2007) 1, pp. 68-111
Persistent link: https://www.econbiz.de/10003425505
Cover Image
Element-by-element estimation of a volatility matrix : an Italian portfolio simulation
Naccarato, Alessia; Pierini, Andrea - In: Investment management and financial innovations 11 (2014) 3, pp. 34-43
Persistent link: https://www.econbiz.de/10010512185