Dynamic Linkages Between the China and International Stock Markets
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- Apergis, Nicholas & Payne, James E., 2014. "Resurrecting the size effect: Evidence from a panel nonlinear cointegration model for the G7 stock markets," Review of Financial Economics, Elsevier, vol. 23(1), pages 46-53.
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More about this item
KeywordsChinese stock market; Markov-switching models; Long/short term linkage; Cointegration; Spillover effect;
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