The effect of China's stock market reforms on market interdependence

Li, Hong (2010) The effect of China's stock market reforms on market interdependence. (Discussion Paper) Kingston upon Thames, U.K. : Faculty of Arts and Social Sciences, Kingston University. 39 p. (Economics Discussion Paper, no. 2010/4)

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Item Type: Monograph (Discussion Paper)
Physical Location: This book is held in stock at Kingston University Library.
Uncontrolled Keywords: multivariate GARCH model, asymmetric response of valatility, volatility spillovers, stock market linkages, time-varying market integration, stock market liberalisation
Research Area: Business and management studies
Economics and econometrics
Faculty, School or Research Centre: Faculty of Arts and Social Sciences > School of Economics (until November 2012)
Depositing User: Katrina Clifford
Date Deposited: 21 Jan 2011 11:22
Last Modified: 21 Jan 2011 11:22
URI: http://eprints.kingston.ac.uk/id/eprint/16241

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