Jebran, Khalil; Iqbal, Amjad - In: China finance and economic review : CFER 4 (2016), pp. 1-13
.e., Pakistan, India, Sri Lanka, China, Japan, and Hong Kong. Methods: The daily data was considered from the period 4 January 1999 … flowing from India to China, Sri Lanka to Japan, Pakistan to Sri Lanka, and Hong Kong to India and Japan. Conclusions: These … show evidence of significant bidirectional spillover of return and volatility between China and Japan. The results also …