Chinese stock market integration with developed world: A portfolio diversification analysis

This study investigates integration dynamics between the Chinese stock market and major developed counterparts—Australia, Germany, Japan, the UK, and the US—focusing on portfolio diversification. Using a comprehensive analytical approach from 2012 to 2022, encompassing events like the Belt and Road...

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Detalhes bibliográficos

Principais autores:	Azmat Sher, An Haizhong, Muhammad Kaleem Khan, Judit Sági
Formato:	Artigo
Idioma:	Inglês
Publicado em:	Elsevier 2024-05-01
coleção:	Heliyon
Assuntos:	Cointegration Portfolio diversification Major trading partners Stock market integration VECM-based granger causality test Short-run granger causality
Acesso em linha:	http://www.sciencedirect.com/science/article/pii/S2405844024054446
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