Pages that link to "Item:Q6054330"

The following pages link to Volatility spillover between Chinese stock market and selected emerging economies: a dynamic conditional correlation and portfolio optimization perspective (Q6054330):

Displaying 7 items.

• The relationship between stock markets of major developed countries and Asian emerging markets (Q556510) (← links)
• Network interdependence and optimization of bank portfolios from developed and emerging Asia Pacific countries (Q2166077) (← links)
• Volatility spillovers from the Chinese stock market to economic neighbours (Q2227449) (← links)
• Study on the time-varying volatility transmission between China's stock market and international stock markets based on ergodicity analysis of the Granger causality test (Q2885599) (← links)
• The higher moments risk spillover effects among stock market industries: evidence from Chinese stock market (Q4996364) (← links)
• Return and Volatility Transmissions between Metals and Stocks: A Study of the Emerging Asian Markets by Using the VAR-AGARCH Approach (Q5057284) (← links)
• The dynamic volatility connectedness of major environmental, social, and governance (ESG) stock indices: evidence based on DCC-GARCH model (Q6054315) (← links)