Volatility connectedness and market dependence across major financial markets in China economy-Reference-Cited by-同舟云学术

Volatility connectedness and market dependence across major financial markets in China economy

Published:2021 Issue:3 Volume:5 Page:397-420
ISSN:2573-0134
Container-title:Quantitative Finance and Economics
language:
Short-container-title:

Author:

Liow Kim Hiang, ,Song Jeongseop,Zhou Xiaoxia,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Development,Geography, Planning and Development

Reference46 articles.

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2. Ahmed AD, Huo R (2019) Impacts of China's crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement. Econ Model 79: 28–46.

3. Antonakakis N (2012) Exchange return co-movements and volatility spillovers before and after the introduction of euro. J Int Financ Mark Inst Money 22: 1091–1109.

4. Awartani B, Maghyereh A (2013) Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council countries. Energy Econ 36: 28–42.

5. Baek E, Brock W (1992) A general test for nonlinear Granger causality: Bivariate model. Iowa State University and University of Wisconsin at Madison Working Paper.

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