-way volatility spillover effects from China to the US, UK, German and French stock markets is observed and the test results indicate …Purpose – The purpose of this paper is to examine the daily and overnight volatility spillover effects in common stock … prices between China and G5 countries and explain their implications on the basis of empirical results. Design …

China occupies a unique position among developing countries. Its success in achieving relative stability in the … current global financial crisis. Over the last few years, China has been on a path of capital account opening that has drawn … introduced problems for the monetary authorities in continuing with an autonomous monetary policy in China, especially with large …

Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China … the US to the other three markets; but no spillover between Hong Kong and either of the two mainland China markets; (2 … mainland China and Hong Kong markets and low correlations of 6.4% and 7.2% between the US and China's two markets; thus …