Work

Volatility Spillovers and Risk Contagion Paths with Capital Flows across Multiple Financial Markets in China

Year: 2018

Type: article

Source: Emerging Markets Finance and Trade

DOI: 10.1080/1540496x.2018.1472080

Authors: Xuejin Zhao, Wei-Guo Zhang, Yong-Jun Liu

Institution: South China University of Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Natural Science Foundation of Guangdong Province

Awards: G6437130653, G7489143621

OpenAlex ID: W2805696317

FWCI: 0.66

Cites: 31

Cited by: 15

Related to: 10