Work

Volatility transmission and volatility impulse response functions among the Greater China stock markets

Year: 2015

Type: article

Source: Journal of Asian Economics

DOI: 10.1016/j.asieco.2015.05.004

Author: Xiaoye Jin

Institution: East China University of Political Science and Law

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1850462602

FWCI: 5.106

Cites: 67

Cited by: 26

Related to: 10