The diversification benefits and policy risks of accessing China’s stock market
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DOI: 10.1016/j.jempfin.2022.01.001
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Cited by:
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- Zheng, Yanting & Luan, Xin & Lu, Xin & Liu, Jiaming, 2023. "A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets," International Review of Financial Analysis, Elsevier, vol. 90(C).
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More about this item
Keywords
International diversification; Contagion; China; Stock market; Policy risks;All these keywords.
JEL classification:
- F3 - International Economics - - International Finance
- G01 - Financial Economics - - General - - - Financial Crises
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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