Narrow search
Showing 1 - 10 of 226,899
Cover Image
Volatility connectedness and market dependence across major financial markets in China economy
Liow, Kim Hiang; Song, Jeongseop; Zhou, Xiaoxia - In: Quantitative finance and economics 5 (2021) 3, pp. 397-420
Persistent link: https://www.econbiz.de/10012592476
Cover Image
Financial contagion and flight to quality between emerging markets and U.S. bond market
Soylu, Pınar Kaya; Güloğlu, Bülent - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-33
Persistent link: https://www.econbiz.de/10012201344
Cover Image
Empirical analysis on price-volume relation in the stock market of China
Wei, Shih-Yung; Lin, Li-Wei; Yan, Surong; Zhu, Lu-jie - In: International journal of economics and financial issues … 9 (2019) 5, pp. 94-103
Persistent link: https://www.econbiz.de/10012150583
Cover Image
Common influences, spillover and integration in Chinese stock markets
Weber, Enzo; Zhang, Yanqun - 2008
in 2001, common factors have largely replaced direct spillovers. -- China ; stock market ; integration ; causality …
Persistent link: https://www.econbiz.de/10003796141
Cover Image
Can market volatilities ripple across nations? : an investigation using exchange traded funds
Rezayat, Fahimeh; Yavas, Burhan F.; Dheeriya, Prakash L. - In: Investment management and financial innovations 9 (2012) 2, pp. 8-14
Persistent link: https://www.econbiz.de/10009579433
Cover Image
Analyst coverage, optimism, and stock price crash risk : evidence from China
Xu, Nianhang; Jiang, Xuanyu; Chan, Kam C.; Yi, Zhihong - In: Pacific-Basin finance journal 25 (2013), pp. 217-239
Persistent link: https://www.econbiz.de/10010346744
Cover Image
Dynamic connectedness and hedging opportunities of the commodity and stock markets in China : evidence from the TVP-VAR and cDCC-FIAPARCH
Li, Binlin; Haneklaus, Nils; Rahman, Mohammad Mafzur - In: Financial innovation : FIN 10 (2024), pp. 1-30
This study examines the dynamic connectedness and hedging opportunities between CSI300 (China Security Index 300) and … copper, gold, PTA (purifed terephthalic acid), and soybean in China from January 09, 2008, to June 30, 2023. A TVP-VAR and … index can efectively capture cross-asset information transmission in China's fnancial markets. Copper returns are the …
Persistent link: https://www.econbiz.de/10014540575
Cover Image
The existence of flight-to-quality under extreme conditions : evidence from a nonlinear perspective in Chinese stocks and bonds' sectors
Deng, Chao; Su, Xiaojian; Wang, Gangjin; Peng, Cheng - In: Economic modelling 113 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013349183
Cover Image
Co-movement and interaction effects across the monetary, foreign exchange and stock markets : evidence from China
Zhao, Xuejin; Zhang, Han - In: Inventi impact: emerging economies (2018) 1, pp. 45-53
Persistent link: https://www.econbiz.de/10012241621
Cover Image
A method for evaluating the extreme risk sources of financial markets : the case of stock markets in China
Di, Junpeng; Zhu, Pingfang - In: Global finance journal 26 (2015), pp. 18-28
Persistent link: https://www.econbiz.de/10011477919