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Volatility and skewness spillover between stock index and stock index futures markets during a crash period : new evidence from China
Hou, Yang; Li, Steven - In: International review of economics & finance : IREF 66 (2020), pp. 166-188
Persistent link: https://www.econbiz.de/10012390715
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Role of index futures on China's stock markets : evidence from price discovery and volatility spillover
Miao, Hong; Ramchander, Sanjay; Wang, Tianyang; Yang, … - In: Pacific-Basin finance journal 44 (2017), pp. 13-26
Persistent link: https://www.econbiz.de/10011800737
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Co-movement dynamics of US and Chinese stock market : evidence from COVID-19 crisis
Song, Ge; Xia, Zhiqing; Muhammad Farhan Basheer; Shah, … - In: Economic research 35 (2022) 1,3, pp. 2460-2476
Persistent link: https://www.econbiz.de/10014382177
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Do COVID-19 epidemic explains the dynamic conditional correlation between china's stock market index and international stock market indices?
Derbali, Abdelkader; Naoui, Kamel; Ben Sassi, Mounir; … - In: The Chinese economy : translations and studies 55 (2022) 3, pp. 227-242
Persistent link: https://www.econbiz.de/10013204855
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Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai; Liu, Xiao-xing; Tang, Chun; Yang, Guang-yi - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
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Spillover and comovement : the contagion mechanism of systemic risks between the US and Chinese stock markets
Liu, Yaqing; Ouyang, Hongbing - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 109-121
Persistent link: https://www.econbiz.de/10010465130
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Structural breaks in volatility : the case of Chinese stock returns
Ni, Jinlan; Wohar, Mark E.; Wang, Beichen - In: The Chinese economy 49 (2016) 2, pp. 81-93
Persistent link: https://www.econbiz.de/10011619799
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Asymmetric dynamic spillover effect between cryptocurrency and China's financial market : evidence from TVP-VAR based connectedness approach
Cao, Guangxi; Xie, Wenhao - In: Finance research letters 49 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013478628
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Oil price shocks and stock market returns : new evidence from the United States and China
Broadstock, David C.; Filis, George - In: Journal of international financial markets, … 33 (2014), pp. 417-433
Persistent link: https://www.econbiz.de/10011299813
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No news is not good news: evidence from the intra-day return volatility-volume relationship in Shanghai stock exchange
Krishnamurti, Chandrasekhar; Tian, Gary Gang; Xu, Min; … - In: Journal of the Asia Pacific economy 18 (2013) 1, pp. 149-167
Persistent link: https://www.econbiz.de/10009713176