Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States
Examinations of the dynamics of daily returns and volatility in stock markets of the U.S., Hong Kong and mainland China (Shanghai and Shenzhen) over 2 January 2001 to 8 February 2013 suggest: (1) evidence of unidirectional return spillovers from the U.S. to the other three markets; but no spillove...
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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI AG
2015-04-01
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| Col·lecció: | Econometrics |
| Matèries: | |
| Accés en línia: | http://www.mdpi.com/2225-1146/3/2/215 |
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