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Correlations and volatility spillovers between China and Southeast Asian stock markets · Study

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ArticleCorrelations and volatility spillovers between China and Southeast Asian stock markets

Yi Zhong2021

Article2021

Correlations and volatility spillovers between China and Southeast Asian stock markets

Yi Zhong · Jiapeng Liu

56 citations·0/0 files stored·The Quarterly Review of Economics and Finance

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

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References

2002Dynamic Conditional Correlation 1989Why Does Stock Market Volatility Change Over Time?1998Modeling Asymmetric Comovements of Asset Returns 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures 1989International Transmission of Stock Market Movements 2011Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies 2015Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis 2003Spillovers of stock return volatility to Asian equity markets from Japan and the US

Cited by

2022Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic 2023Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective 2023An analysis of stock markets integration and dynamics of volatility spillover in emerging nations 2022Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock

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Details

Year2021

Typearticle

Published2021-04-30

VenueThe Quarterly Review of Economics and Finance

ISSN-L1062-9769

Languageen

Citations56

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.qref.2021.04.001

openalex_workW3159237166

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