SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Co-movements of Shanghai and New York stock prices by time-varying regressions · Study

ArticleShelves

ArticleCo-movements of Shanghai and New York stock prices by time-varying regressions

Gregory C. Chow2011

OA

Articlegreen2011

Co-movements of Shanghai and New York stock prices by time-varying regressions

Gregory C. Chow · Changjiang Liu · Linlin Niu

24 citations·0/0 files stored·Journal of Comparative Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 24 citations exist upstream.

References

1990Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market 1988Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market 1999Who Moves the Asia‐Pacific Stock Markets—US or Japan? Empirical Evidence Based on the Theory of Cointegration 2007International linkages of the Chinese stock exchanges: a multivariate GARCH analysis 1990Where Does the Meteor Shower Come From? The Role of Stochastic Policy Coordination 2005Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan 1992Where does the meteor shower come from?2003The dynamic interrelationships between the greater China share markets

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2015Volatility transmission and volatility impulse response functions among the Greater China stock marketsarticle · 5 shared references 2004Information transmission between the NASDAQ and Asian second board marketsarticle · 4 shared references 1993The sources of GARCH: empirical evidence from an intraday returns model incorporating systematic and unique risksarticle · 4 shared references 1999Local and global price memory of international stock marketsarticle · 4 shared references 1997Co-movements of major European community stock markets: A vector autoregression analysisarticle · 4 shared references 1998Asymmetric volatility spillovers in deutsche mark exchange ratesarticle · 4 shared references

Details

Year2011

Typearticle

Published2011-07-15

VenueJournal of Comparative Economics

ISSN-L0147-5967

Languageen

Citations24

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.jce.2011.06.001

openalex_workW2236200778

Links

Imported from OpenAlex (CC0) — nothing here is generated.