On the integration of China's main stock exchange with the international financial market
Download full text from publisher
References listed on IDEAS
- repec:lan:wpaper:2594 is not listed on IDEAS
- Kenett, Dror Y. & Raddant, Matthias & Lux, Thomas & Ben-Jacob, Eshel, 2011. "Evolvement of uniformity and volatility in the stressed global financial village," Kiel Working Papers 1739, Kiel Institute for the World Economy (IfW).
- Y. Shapira & D. Y. Kenett & E. Ben-Jacob, 2009. "The Index cohesive effect on stock market correlations," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 72(4), pages 657-669, December.
- Aslanidis, Nektarios & Christiansen, Charlotte, 2014.
"Quantiles of the realized stock–bond correlation and links to the macroeconomy,"
Journal of Empirical Finance,
Elsevier, vol. 28(C), pages 321-331.
- Nektarios Aslanidis & Charlotte Christiansen, 2012. "Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy," CREATES Research Papers 2012-34, Department of Economics and Business Economics, Aarhus University.
- repec:lan:wpaper:2371 is not listed on IDEAS
- Shenqiu Zhang & Ivan Paya & David Peel, 2009.
"Linkages between Shanghai and Hong Kong stock indices,"
Applied Financial Economics,
Taylor & Francis Journals, vol. 19(23), pages 1847-1857.
- S Zhang & I Paya & D Peel, 2009. "Linkages between Shanghai and Hong Kong stock indices," Working Papers 599248, Lancaster University Management School, Economics Department.
- Chow, Gregory C. & Liu, Changjiang & Niu, Linlin, 2011.
"Co-movements of Shanghai and New York stock prices by time-varying regressions,"
Journal of Comparative Economics,
Elsevier, vol. 39(4), pages 577-583.
- Chow, Gregory C. & Liu, Changjiang & Niu, Linlin, 2011. "Co-movements of Shanghai and New York Stock prices by time-varying regressions," BOFIT Discussion Papers 16/2011, Bank of Finland, Institute for Economies in Transition.
- Gregory C Chow & Changjiang Liu & Linlin Niu, 2013. "Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Huang, Bwo-Nung & Yang, Chin-Wei & Hu, John Wei-Shan, 2000. "Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle," International Review of Financial Analysis, Elsevier, vol. 9(3), pages 281-297.
- repec:lan:wpaper:2452 is not listed on IDEAS
- Kristin J. Forbes & Roberto Rigobon, 2002.
"No Contagion, Only Interdependence: Measuring Stock Market Comovements,"
Journal of Finance,
American Finance Association, vol. 57(5), pages 2223-2261, October.
- Kristin Forbes & Roberto Rigobon, 1999. "No Contagion, Only Interdependence: Measuring Stock Market Co-movements," NBER Working Papers 7267, National Bureau of Economic Research, Inc.
- Hong Li, 2007. "International linkages of the Chinese stock exchanges: a multivariate GARCH analysis," Applied Financial Economics, Taylor & Francis Journals, vol. 17(4), pages 285-297.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:cuf:journl:y:2018:v:19:i:1:kiviet:chen is not listed on IDEAS
More about this item
KeywordsChina; Co-movement; Globalization; Specification analysis; Stock markets.;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FMK-2016-06-14 (Financial Markets)
- NEP-SEA-2016-06-14 (South East Asia)
- NEP-TRA-2016-06-14 (Transition Economics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nan:wpaper:1505. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Magdalene Lim). General contact details of provider: http://edirc.repec.org/data/dentusg.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.