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ArticleStock market correlations between China and its emerging market neighbors

Shamila A. Jayasuriya2011

Article2011

Stock market correlations between China and its emerging market neighbors

Shamila A. Jayasuriya

66 citations·0/0 files stored·Emerging Markets Review

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

2001Long-Term Global Market Correlations 2003Triumph of the optimists: 101 years of global investment returns 2001Testing for Mean‐Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets 2003On the measurement of the international propagation of shocks: is the transmission stable?1998An empirical examination of linkages between Pacific-Basin stock markets 2003Diversification benefits of emerging markets subject to portfolio constraints 2009Price and volatility spillovers across North American, European and Asian stock markets 2004International portfolio diversification to Central European stock markets

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Year2011

Typearticle

Published2011-07-25

VenueEmerging Markets Review

ISSN-L1566-0141

Languageen

Citations66

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.ememar.2011.06.005

openalex_workW1977416630

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2017

International risk transmission of stock market movements

2020Financial fragmentation and SMEs’ access to finance

2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis

2021Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction