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)
Full text not available from this archive.| Item Type: | Monograph (Discussion Paper) |
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| 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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