Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market

Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market

10.1016/j.intfin.2007.05.004

Saved in:
Bibliographic Details
Main Authors: Qiao, Z., Chiang, T.C., Wong, W.-K.
Other Authors: ECONOMICS
Format: Article
Published: 2011
Subjects:
Cointegration
FIVECM
Multivariate GARCH
Stock market segmentation
Online Access:http://scholarbank.nus.edu.sg/handle/10635/22317
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
id sg-nus-scholar.10635-22317
record_format dspace
spelling sg-nus-scholar.10635-223172015-01-09T00:35:51Z Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market Qiao, Z. Chiang, T.C. Wong, W.-K. ECONOMICS Cointegration FIVECM Multivariate GARCH Stock market segmentation 10.1016/j.intfin.2007.05.004 Journal of International Financial Markets, Institutions and Money 18 5 425-437 2011-05-03T08:08:30Z 2011-05-03T08:08:30Z 2008 Article Qiao, Z.,Chiang, T.C.,Wong, W.-K. (2008). Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market. Journal of International Financial Markets, Institutions and Money 18 (5) : 425-437. ScholarBank@NUS Repository. <a href="https://doi.org/10.1016/j.intfin.2007.05.004" target="_blank">https://doi.org/10.1016/j.intfin.2007.05.004</a> 10424431 http://scholarbank.nus.edu.sg/handle/10635/22317 NOT_IN_WOS Scopus
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
topic Cointegration
FIVECM
Multivariate GARCH
Stock market segmentation
spellingShingle Cointegration
FIVECM
Multivariate GARCH
Stock market segmentation
Qiao, Z.
Chiang, T.C.
Wong, W.-K.
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
description 10.1016/j.intfin.2007.05.004
author2 ECONOMICS
author_facet ECONOMICS
Qiao, Z.
Chiang, T.C.
Wong, W.-K.
format Article
author Qiao, Z.
Chiang, T.C.
Wong, W.-K.
author_sort Qiao, Z.
title Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
title_short Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
title_full Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
title_fullStr Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
title_full_unstemmed Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
title_sort long-run equilibrium, short-term adjustment, and spillover effects across chinese segmented stock markets and the hong kong stock market
publishDate 2011
url http://scholarbank.nus.edu.sg/handle/10635/22317
_version_ 1681079936771686400

Similar Items