Dynamic linkages between the China and international stock markets

Asia-Pacific Financial Markets

Volumn 16, Issue 3, 2009, Pages 211-230

  Fan, Kui ^a   Lu, Zudi ^b,c   Wang, Shouyang ^a  

^a INSTITUTE OF SYSTEMS SCIENCE   (China)

^b CURTIN UNIVERSITY   (Australia)

^c UNIVERSITY OF ADELAIDE   (Australia)

Author keywords

Chinese stock market; Cointegration; Long short term linkage; Markov switching models; Spillover effect

Indexed keywords

EID: 70350018015     PISSN: 13872834     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10690-009-9093-5     Document Type: Article

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