Research on The Volatility Spillover Effect among Foreign Exchange Market Stock Market and Bond Market in China-Reference-Cited by-同舟云学术

Research on The Volatility Spillover Effect among Foreign Exchange Market Stock Market and Bond Market in China

Published:2019-12-06 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of the 2nd International Conference on Information Technologies and Electrical Engineering
language:
Short-container-title:

Author:

Zhu Shu-Zhen¹,Wu Jin¹,Li Zhi-Peng¹

Affiliation:

1. School of Business Administration, Donghua University, Shanghai China

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3386415.3386951

Reference8 articles.

1. Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas

2. Price and volatility spillovers between interest rate and exchange value of the US dollar

3. Bin-hui Wang Hui Zheng Jin-fei Chen. An empirical study on spillover effect among Chinese stock foreign exchange and bond markets [J]. Jinan journal 2010 (4). Bin-hui Wang Hui Zheng Jin-fei Chen. An empirical study on spillover effect among Chinese stock foreign exchange and bond markets [J]. Jinan journal 2010 (4).

4. Qiu-ling Hu Li Ma. Spillover effect analysis of China's stock market and bond market volatility [J]. Financial research 2011 (10). Qiu-ling Hu Li Ma. Spillover effect analysis of China's stock market and bond market volatility [J]. Financial research 2011 (10).

5. sheng Yao Ying-heng Zhou. Research on volatility spillover effect of electronic trading market and spot market of garlic in China -- based on binary var-garch-bekk model [J]. Statistics and information BBS 2013 (4). sheng Yao Ying-heng Zhou. Research on volatility spillover effect of electronic trading market and spot market of garlic in China -- based on binary var-garch-bekk model [J]. Statistics and information BBS 2013 (4).