Comovement between the Chinese Business Cycle and Financial Volatility: Based on a DCC-MIDAS Model-Reference-Cited by-同舟云学术

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Comovement between the Chinese Business Cycle and Financial Volatility: Based on a DCC-MIDAS Model

Published:2019-06-19 Issue:6 Volume:56 Page:1181-1195
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Zheng Yuhang¹,Wang Zhenzhen²,Huang Zhehao³,Jiang Tianpei⁴

Affiliation:

1. School of Finance, Guangdong University of Finance & Economucs, Guangzhou, P.R.China

2. School of Mathematics, South China University of Technology, Guangzhou, P.R.China

3. Guangzhou International Institute of Finance, Guangzhou University, Guangzhou, P.R.China

4. School of Information Science and Technology, ShanghaiTech University, Shanghai, P.R. China

Funder

China Postdoctoral Science Foundation

National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2019.1620100

Reference33 articles.

1. Business and Financial Cycles in the Eurozone: Synchronization or Decoupling

2. Business Cycles for G7 and European Countries

3. Journal of Applied Econometrics

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