How do policy and information shocks impact co-movements of China's T-bond and stock markets?

Journal of Banking and Finance

Volumn 32, Issue 3, 2008, Pages 347-359

  Li, Xiao Ming ^a   Zou, Li Ping ^a  

^a MASSEY UNIVERSITY   (New Zealand)

Author keywords

China; Dynamic correlation; Macroeconomic austerity; Stock market; T Bond market

Indexed keywords

EID: 40349114918     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2007.04.029     Document Type: Article

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