Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 10/226, pp. 1-28
-AGARCH) model to examine both return and volatility spillovers from the USA (developed) and China (Emerging) towards eight emerging … US financial crisis. For the majority of the Asia-China portfolios, the optimal weights of the Chinese stocks were almost … the US and China to the Asian stock markets during the US financial crisis and the Chinese stock market crash, and the …