Work

Impacts of China's crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement

Year: 2018

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2018.09.029

Authors: Abdullahi D. Ahmed, Rui Huo

Institutions: RMIT University, Jilin University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Cooperative Research Centres, Australian Government Department of Industry

OpenAlex ID: W2895035495

FWCI: 8.93

Cites: 69

Cited by: 83

Related to: 10