crisis by employing a multivariate GARCH model for four major, international equity markets, namely the USA, EMU, China and … why China's equity market performed badly in 2008 after the subprime crisis in the USA emerged … investigated empirically by employing a multivariate GARCH model for four major, international equity markets, namely the USA, EMU …

China and Hong Kong SAR during the subprime crisis. Using both univariate and multivariate GARCH models, this paper finds … that China's stock market is not immune to the financial crisis, as evidenced by the price and volatility spillovers from … the United States than China's returns, and past volatility shocks in the United States have a more persistent effect on …

empirically examine the tail dependence between the U.S. stock market and stock markets in Vietnam and China in order to test …

China and Hong Kong SAR during the subprime crisis. Using both univariate and multivariate GARCH models, this paper finds … that China''s stock market is not immune to the financial crisis, as evidenced by the price and volatility spillovers from … the United States than China''s returns, and past volatility shocks in the United States have a more persistent effect on …

China and Hong Kong SAR during the subprime crisis. Using both univariate and multivariate GARCH models, this paper finds … that China's stock market is not immune to the financial crisis, as evidenced by the price and volatility spillovers from … the United States than China's returns, and past volatility shocks in the United States have a more persistent effec …