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Is China a source of financial contagion? · Study

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ArticleIs China a source of financial contagion?

Md Akhtaruzzaman2019

Article2019

Is China a source of financial contagion?

Md Akhtaruzzaman · Waleed Abdel‐Qader · Helmi Hammami · Syed M. M. Shams

49 citations·0/0 files stored·Finance research letters

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

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References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1997Postwar U.S. Business Cycles: An Empirical Investigation 2002Dynamic Conditional Correlation 2015World Development indicators 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 1977Estimating betas from nonsynchronous data

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Details

Year2019

Typearticle

Published2019-12-04

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations49

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.frl.2019.101393

openalex_workW2992701260

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