Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR; Evidence from Stock Markets
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- Cheong, Calvin W.H. & Sinnakkannu, Jothee & Ramasamy, Sockalingam, 2017. "On the predictability of carry trade returns: The case of the Chinese Yuan," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 358-376.
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More about this item
KeywordsFinancial sector; Economic models; External shocks; Financial crisis; Asset prices; Credit risk; Capital markets; China; Hong Kong Special Administrative Region of China; Spillovers; Stock prices; Stock markets; United States; standard error; stock market; equations; Subprime Crisis; Garch;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-10-10 (All new papers)
- NEP-CNA-2009-10-10 (China)
- NEP-TRA-2009-10-10 (Transition Economics)
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