Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective-Reference-Cited by-同舟云学术

Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective

Published:2022-11-10 Issue: Volume: Page:
ISSN:1387-2834
Container-title:Asia-Pacific Financial Markets
language:en
Short-container-title:Asia-Pac Financ Markets

Author:

Yadav Miklesh Prasad^ORCID,Sharma Sudhi,Bhardwaj Indira

Publisher

Springer Science and Business Media LLC

Subject

Finance

Link

https://link.springer.com/content/pdf/10.1007/s10690-022-09381-9.pdf

Reference38 articles.

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3. Balli, F., Hajhoj, H. R., Basher, S. A., & Ghassan, B. H. (2015). An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries. International Review of Economics & Finance, 39, 311–325

4. Beirne, J., Caporale, G. M., Schulze-Ghattas, M., & Spagnolo, N. (2010). Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis. Emerging Markets Review, 11(3), 250–260

5. Bekaert, G. (1995). Market Integration and Investment Barriers in Emerging Equity Markets. The World Bank Economic Review, 9(1), 75–107

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