Work

Causality in volatility and volatility spillover effects between US, Japan and four equity markets in the South China Growth Triangular

Year: 1997

Type: article

Source: Journal of International Financial Markets Institutions and Money

DOI: 10.1016/s1042-4431(97)00027-9

Authors: John Wei-Shan Hu, Mei-Yuan Chen, Robert C.W. Fok, Bwo-Nung Huang

Institutions: Chung Yuan Christian University, National Chung Cheng University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2094930697

FWCI: 0.807

Cites: 13

Cited by: 63

Related to: 10