DYNAMIC VOLATILITY SPILLOVERS ACROSS THE EXTENDED GREATER CHINA REGION STOCK MARKETS

IF 1 Q3 ECONOMICS

Global Economy Journal Pub Date : 2021-05-19 DOI:10.1142/S2194565921500032

J. Diaz

引用次数: 1

Abstract

The study investigates volatility transmissions of major financial market indices found in the Extended Greater China Region (EGCR): the Shanghai Stock Exchange Index (SSEI), the Hang Seng Stock Ex...

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整个大中华地区股市的动态波动溢出效应

本研究调查了在扩展大中华地区(EGCR)发现的主要金融市场指数的波动传导:上海证券交易所指数(SSEI)，恒生股票指数…

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Global Economy Journal ECONOMICS-

CiteScore

1.60

自引率

14.30%

发文量

期刊介绍： The GEJ seeks to publish original and innovative research, as well as novel analysis, relating to the global economy. While its main emphasis is economic, the GEJ is a multi-disciplinary journal. The GEJ''s contents mirror the diverse interests and approaches of scholars involved with the international dimensions of business, economics, finance, history, law, marketing, management, political science, and related areas. The GEJ also welcomes scholarly contributions from officials with government agencies, international agencies, and non-governmental organizations. One over-arching theme that unites IT&FA members and gives focus to this journal is the complex globalization process, involving flows of goods and services, money, people, and information.