Interactions among China-related stocks

DOI10.1023/A:1010001125340MaRDI QIDQ1000508zbMATH OpenOpenAlexFDO

Authors Yungsan Kim, Jhinyoung Shin

Publication date 6 February 2009

Published in Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1010001125340

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Economic time series analysis (91B84)

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Cited in

(3)

• Causalities of the Taiwan stock market
• CAUSAL LINKAGES AMONG SHANGHAI, SHENZHEN, AND HONG KONG STOCK MARKETS
• Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets

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