Work

Correlations and volatility spillovers between China and Southeast Asian stock markets

Year: 2021

Type: article

Source: The Quarterly Review of Economics and Finance

DOI: 10.1016/j.qref.2021.04.001

Authors: Yi Zhong, Jiapeng Liu

Institution: China Jiliang 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: W3159237166

FWCI: 8.084

Cites: 57

Cited by: 56

Related to: 10