Stock market linkage and impact of the sub-prime mortgage crisis: evidence from Mainland China and Hong Kong
This study investigates the linkage between Mainland China and Hong Kong stock markets pre and post 2007 U.S. sub-prime mortgage crisis. We employ Dynamic Conditional Correlation GARCH (generalised autoregressive conditional heteroscedasticity) model to identify the association of weekly market retu...
Saved in:
| Main Authors: | , , , |
|---|---|
| Formáid: | Article |
| Teanga: | English |
| Foilsithe: |
Faculty of Economics and Management, Universiti Putra Malaysia
2018
|
| Rochtain Ar Líne: | http://psasir.upm.edu.my/id/eprint/22588/1/23%29%20Stock%20Market%20Linkage.pdf |
| Clibeanna: |
Cuir Clib Leis
Gan Chlibeanna, Bí ar an gcéad duine leis an taifead seo a chlibeáil!
|