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Volatility spillovers from the Chinese stock market to economic neighbours.

David E. AllenRon AmramMichael McAleer
Published in: Math. Comput. Simul. (2013)
Keyphrases
  • chinese stock market
  • stock returns
  • developed countries
  • stock market
  • stock price
  • garch model
  • cash flow
  • developing countries
  • cross sectional
  • stock exchange
  • historical data
  • financial crisis