Kong, Singapore and Thailand correlate with US government bond yields, and whether bonds in these Asian countries are …This article examines whether there is a correlation between the government bond markets of Asian countries and those … of the USA, and whether the efforts of international organizations to improve bond markets have had any effect in East …

correlations from the DCC model suggest an increase in correlation between China and other stock markets since the most recent …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 …

The study examines the return and volatility spillover among Asian stock markets in India, Hong Kong, Japan, China …-market spillover. The overall persistence of stock market volatility is highest for Japan (0.931) and lowest for China (0.824). The …

The study examines the return and volatility spillover among Asian stock markets in India, Hong Kong, Japan, China …-market spillover. The overall persistence of stock market volatility is highest for Japan (0.931) and lowest for China (0.824). The …

foreign issuers. The countries that are examined include Australia; Hong Kong, China; Japan; Republic of Korea; and Singapore …

In this paper, we examine potential time-varying correlations between crude oil future and USA bond markets. We employ … a dynamic conditional correlation (DCC) multivariate GARCH model in order to quantify potential contagion effects …. Empirical results reveal increased conditional correlation in the first sub-period (2005-2012) and no contagion in the second …