Price and volatility spillovers between the Greater China Markets and the developed markets of US and Japan

In this paper, we have examined stock market linkages between Greater China and the US and Japan in terms of volatility and price spillovers, yielding a few findings, with most of them either offering new evidence or challenging the results in the previous research, and the rest consolidating previo...

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Bibliographic details
Volume: 21
Main Author: Wang, Ping
Wang, Peijie
Format: Journal Article
Language: English
Place of publication: Greenwich Elsevier Inc 2010
Elsevier
Elsevier Science Ltd
published in: Global finance journal Vol. 21; no. 3; pp. 304 - 317
Data of publication: 2010
ISSN: 1044-0283
1873-5665
EISSN: 1873-5665
Discipline: Business
Series: Global Finance Journal
Subjects:
G1
C32
Online Access: available in Bonn?
Database: RePEc IDEAS
RePEc
CrossRef
ProQuest One Business
ProQuest One Business (Alumni)
Database information Databases - DBIS