Asymmetric Risk Spillovers Between China and ASEAN Stock Markets.
Jiusheng ChenXianning WangPublished in: IEEE Access (2021)
Keyphrases
- monetary policy
- stock market
- portfolio optimization
- driving forces
- stock returns
- developed countries
- chinese stock market
- investment strategies
- exchange rate
- stock exchange
- stock price
- financial data
- financial time series
- short term
- financial markets
- developing countries
- hong kong
- trading rules
- portfolio management
- garch model
- stock trading
- risk management
- decision making
- investment decisions
- stock data
- financial information
- financial news
- stock index futures
- medical images
- credit risk
- electronic commerce
- knowledge sharing