Shu, Chang; He, Dong; Dong, Jinyue; Wang, Honglin - 2016
"This paper compares spillovers from the US and Chinese financial markets to the rest of Asia-Pacific. Structural VAR … analysis points to the growing influence of Chinese equities and currency movements. In normal times China's influence in the … became stronger in crisis periods. Nonetheless, China's bond market remains a negligible player. The influence of China may …