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On the integration of Chinas main stock exchange with the international financial market. (2015). Kiviet, Jan ; Chen, Zhenxi ; Huang, Weihong.
In: Economic Growth Centre Working Paper Series.
RePEc:nan:wpaper:1505.

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Cited: 1

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Cites: 12

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Cocites: 27

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

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  1. A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets. (2018). Kiviet, Jan ; Chen, Zhenxi.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2018:v:19:i:1:kiviet:chen.

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References

References cited by this document

  1. Aslanidis, N. and C. Christiansen (2014). Quantiles of the realized stock-bond correlation and links to the macroeconomy. Journal of Empirical Finance 28, 321 - 331.

  2. Baba, K., R. Shibata, and M. Sibuya (2004). Partial correlation and conditional correlation as measures of conditional independence. Australian and New Zealand Journal of Statistics 46 (4), 657 - 664.
    Paper not yet in RePEc: Add citation now

  3. Chow, G. C., C. Liu, and L. Niu (2011). Co-movements of Shanghai and New York stock prices by time-varying regressions. Journal of Comparative Economics 39 (4), 577 - 583.

  4. Forbes, K. J. and R. Rigobon (2002). No contagion, only interdependence: measuring stock market comovements. The Journal of Finance 57 (5), 2223 - 2261.

  5. Glick, R. and M. Hutchison (2013). China’ s …nancial linkages with asia and the global …nancial crisis. Journal of International Money and Finance 39, 186-206.
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  6. Huang, B.-N., C.-W. Yang, and J. W.-S. Hu (2000). Causality and cointegration of stock markets among the United States, Japan and the South China growth triangle. International Review of Financial Analysis 9 (3), 281 - 297.

  7. Kenett, D. Y., M. Raddant, T. Lux, and E. Ben-Jacob (2012). Evolvement of uniformity and volatility in the stressed global …nancial village. PLOS ONE 7 (2), e31144.

  8. Li, H. (2007). International linkages of the Chinese stock exchanges: A multivariate GARCH analysis. Applied Financial Economics 17 (4-6), 285 - 297.

  9. Shapira, Y., D. Y. Kenett, and E. Ben-Jacob (2009). The index cohesive eect on stock market correlations. European Physical Journal B 72 (4), 657 - 669.

  10. Sun, T. and X. Zhang (2009). Spillovers of the U.S. subprime …nancial turmoil to mainland China and Hong Kong SAR: Evidence from stock markets. IMF Working Paper 09/166.

  11. Wang, L. (2014). Who moves East Asian stock markets? The role of the 2007-2009 global …nancial crisis. Journal of International Financial Markets, Institutions & Money 28, 182-203.

  12. Zhang, S., I. Paya, and D. Peel (2009). Linkages between Shanghai and Hong Kong stock indices.

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  17. News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets. (2017). Wohar, Mark ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN.
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  18. Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach. (2017). Reboredo, Juan ; Naifar, Nader.
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  26. On the integration of Chinas main stock exchange with the international financial market. (2015). Kiviet, Jan ; Chen, Zhenxi ; Huang, Weihong.
    In: Economic Growth Centre Working Paper Series.
    RePEc:nan:wpaper:1505.

    Full description at Econpapers || Download paper

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Authors registered in RePEc who have wrote about the same topic

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