Work

Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction

Year: 2021

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2021.101591

Authors: Qunxing Pan, Xiaowen Mei, Tianqing Gao

Institution: Nanjing University of Finance and Economics

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3213159199

FWCI: 5.182

Cites: 52

Cited by: 31

Related to: 10