Return and Volatility Spillover across stock markets of China and its Major Trading Partners: Evidence from Shanghai Stock Exchange Crash
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DOI: dx.doi.org/10.22547/BER/10.3.1
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- Muhammad Owais Qarni & Saqib Gulzar, 2020. "Intra-EMU and non-EMU, EU stock markets’ return spillover: evidence from ESDC," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(3), pages 543-577, August.
- J Zhang & H Liu, 2024. "Analysis of Co-movement in Asia-Pacific Stock Markets Against the Background of the US-China Trade War," Economic Issues Journal Articles, Economic Issues, vol. 29(1), pages 35-69, March.
- Shi, Yujie & Wang, Liming & Ke, Jian, 2021. "Does the US-China trade war affect co-movements between US and Chinese stock markets?," Research in International Business and Finance, Elsevier, vol. 58(C).
- Shi, Yujie, 2022. "What influences stock market co-movements between China and its Asia-Pacific trading partners after the Global Financial Crisis?," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
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Keywords
Shanghai; Stock exchange; Stock market crash; Financial markets integration; Major trading partners; Volatility spillover; Spillover index.;All these keywords.
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