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The immense attention to climate change risk has stimulated increasing interest in carbon markets and their linkages to other markets. This study investigates the dynamic volatility spillover relationships between the Chinese carbon and international energy markets, and the impact of extreme...
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response to Chinese expansionary monetary policy shocks, exports from East Asian countries to China decrease and imports into … East Asian countries from China increase, via the expenditure switching effect. Second, final goods exports from East Asian … countries to China increase through the income absorption effect. Third, and most interestingly, intermediate goods exports from …
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China's strengthening position in the global economy. …
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US financial crisis. For the majority of the Asia-China portfolios, the optimal weights of the Chinese stocks were almost …-AGARCH) model to examine both return and volatility spillovers from the USA (developed) and China (Emerging) towards eight emerging … the US and China to the Asian stock markets during the US financial crisis and the Chinese stock market crash, and the …
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