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Do different time horizons in the volatility of the US stock market significantly affect the China ETF market?

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References

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2015The Effect of 2008 Crisis on the Volatility Spillovers among Six Major Markets25 cited

Cited by

2021Dynamics and causality of oil price shocks on commodities: Quantile-on-quantile and causality-in-quantiles methods51 cited
2022Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China

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48 cited

2024Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China16 cited