Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years

China Economic Review

Volumn 20, Issue 1, 2009, Pages 29-45

  Lin, Kuan Pin ^a   Menkveld, Albert J ^b   Yang, Zhishu ^c  

^a PORTLAND STATE UNIVERSITY   (United States)

^b VU UNIVERSITY AMSTERDAM   (Netherlands)

^c Tsinghua University   (China)

Author keywords

China; Dynamic conditional correlation; Gordon's growth model; Volatility; World equity markets

Indexed keywords

EID: 60649083559     PISSN: 1043951X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.chieco.2008.11.003     Document Type: Article

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