Regulation change and volatility spillovers: Evidence from China's stock markets

Emerging Markets Finance and Trade

Volumn 46, Issue 6, 2010, Pages 140-157

  Chen, Zhian ^a   Jiang, Hai ^b,c   Li, Donghui ^a   Sim, Ah Boon ^a  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b JINAN UNIVERSITY   (China)

^c UNIVERSITY OF JINAN   (China)

Author keywords

bivariate GARCH; Chinese stock market; information transmission; volatility spillover

Indexed keywords

EID: 78650962511     PISSN: 1540496X     EISSN: None     Source Type: Journal    
DOI: 10.2753/REE1540-496X460609     Document Type: Article

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