Return and risk interactions in Chinese stock markets

Journal of International Financial Markets, Institutions and Money

Volumn 14, Issue 4, 2004, Pages 367-383

  Wang, Ping ^a,b   Liu, Aying ^c   Wang, Peijie ^a  

^a CITY UNIVERSITY   (United Kingdom)

^b IESEG SCHOOL OF MANAGEMENT   (France)

^c MIDDLESEX UNIVERSITY BUSINESS SCHOOL   (United Kingdom)

Author keywords

Asymmetric GARCH models; Chinese stock markets

Indexed keywords

EID: 3042667212     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2003.11.003     Document Type: Article

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