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Stock market correlations between China and its emerging market neighbors
15 references·11 citing·53 second hop
Stock market correlations between China and its emerging market neighbors (2011)Stock market correlations between China a…Price and volatility spillovers across North American, European and Asian stock markets (2009)Price and volatility spillove…Does the Stock Market in India Move with Asia?: A Multivariate Cointegration-Vector Autoregression Approach (2008)Does the Stock Market in Indi…Interdependence of international equity variances: Evidence from East Asian markets (2007)Interdependence of internatio…Stock market liberalization and volatility in the presence of favorable market characteristics and institutions (2005)Stock market liberalization a…International portfolio diversification to Central European stock markets (2004)International portfolio diver…Triumph of the optimists: 101 years of global investment returns (2003)Triumph of the optimists: 101…The impact of the US economy on the Asia-Pacific region: does it matter? (2003)The impact of the US economy …On the measurement of the international propagation of shocks: is the transmission stable? (2003)On the measurement of the int…Has 1997 Asian crisis increased information flows between international markets (2003)Has 1997 Asian crisis increas…Diversification benefits of emerging markets subject to portfolio constraints (2003)Diversification benefits of e…Testing for Mean‐Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets (2001)Testing for Mean‐Variance Spa…Long-Term Global Market Correlations (2001)Long-Term Global Market Corre…Dynamic interdependence and volatility transmission of Asian stock markets (2001)Dynamic interdependence and v…Interdependence and dynamic linkages between stock markets of Sri Lanka and its trading partners (1998)Interdependence and dynamic l…An empirical examination of linkages between Pacific-Basin stock markets (1998)An empirical examination of l…Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective (2022)Volatility Spillover Between …Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction (2021)Modeling dynamic conditional …COVID-19 and Herding in Global Equity Markets (2021)COVID-19 and Herding in Globa…Financial fragmentation and SMEs’ access to finance (2020)Financial fragmentation and S…Can Green Investment Win the Favor of Investors in China? Evidence from the Return Performance of Green Investment Stocks (2020)Can Green Investment Win the …Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data (2018)Risk spillover between the US…Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis (2018)Quantile dependence between d…Extreme co-movements and dependencies among major international exchange rates: A copula approach (2018)Extreme co-movements and depe…Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis (2017)Spillovers from the United St…International risk transmission of stock market movements (2017)International risk transmissi…A spatial–temporal analysis of East Asian equity market linkages (2014)A spatial–temporal analysis o…Size and Book-to-Market Factors in Earnings and Returns (1995)Value versus Growth: The International Evidence (1998)Chapter 13 Consumption-based asset pricing (2003)Is size dead? 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References

  • 2001Long-Term Global Market Correlations783 cited
  • 2003Triumph of the optimists: 101 years of global investment returns585 cited
  • 2001Testing for Mean‐Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets293 cited
  • 2003On the measurement of the international propagation of shocks: is the transmission stable?240 cited
  • 1998An empirical examination of linkages between Pacific-Basin stock markets236 cited
  • 2003Diversification benefits of emerging markets subject to portfolio constraints230 cited
  • 2009Price and volatility spillovers across North American, European and Asian stock markets164 cited
  • 2004International portfolio diversification to Central European stock markets114 cited
  • 2003Has 1997 Asian crisis increased information flows between international markets93 cited
  • 1998Interdependence and dynamic linkages between stock markets of Sri Lanka and its trading partners93 cited
  • 2001Dynamic interdependence and volatility transmission of Asian stock markets92 cited
  • 2005Stock market liberalization and volatility in the presence of favorable market characteristics and institutions80 cited
  • 2008Does the Stock Market in India Move with Asia?: A Multivariate Cointegration-Vector Autoregression Approach77 cited
  • 2007Interdependence of international equity variances: Evidence from East Asian markets

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77 cited
  • 2003The impact of the US economy on the Asia-Pacific region: does it matter?67 cited
  • Cited by

    • 2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis55 cited
    • 2018Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data50 cited
    • 2018Extreme co-movements and dependencies among major international exchange rates: A copula approach43 cited
    • 2020Can Green Investment Win the Favor of Investors in China? Evidence from the Return Performance of Green Investment Stocks43 cited
    • 2017International risk transmission of stock market movements42 cited
    • 2020Financial fragmentation and SMEs’ access to finance39 cited
    • 2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis38 cited
    • 2021Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction31 cited
    • 2022Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective28 cited
    • 2021COVID-19 and Herding in Global Equity Markets27 cited
    • 2014A spatial–temporal analysis of East Asian equity market linkages25 cited