Empirical Analysis of Dynamic Linkages between China and International Stock Markets

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

Google-based Impact Factor: 0.87
Citations h5-index & Ranking

Journals Menu

"Empirical Analysis of Dynamic Linkages between China and International Stock Markets"
written by Thomas C. Chiang, Xiaoyu Chen,
published by Journal of Mathematical Finance, Vol.6 No.1, 2016

has been cited by the following article(s):

Google Scholar
CrossRef

[1]	Стійкість банківської системи України в умовах турбулентності фінансового ринку
	2021

[2]	Modelling cross-market linkages between global markets and China's A-, B-and H-shares
	2020

[3]	Do the Shanghai–Hong Kong & Shenzhen–Hong Kong Stock Connect programs enhance co‐movement between the Mainland Chinese, Hong Kong, and US stock …
	2020

[4]	Multifactor capital asset pricing model in emerging and advanced markets using two error components model
	2020

[5]	Volatility interdependency: a quantile regression analysis in Asian stock markets
	2020

[6]	Macro-economic determinant and interdependence of the stock markets: evidence from emerging economies
	2019

[7]	Time-varying Correlation Between Indian Equity Market and Selected Asian and US Stock Markets
	2019

[8]	Equity market integration of China and Southeast Asian countries: further evidence from MGARCH-ADCC and wavelet coherence analysis
	2019

[9]	Ценовые связи между рынками акций и облигаций
	2019

[10]	ЦІНОВІ ЗВ'ЯЗКИ МІЖ РИНКАМИ АКЦІЙ ТА ОБЛІГАЦІЙ
	2019

[11]	Price relationships between bond markets
	2019

[12]	Evaluating interdependencies in African markets A VECM approach
	2019

[13]	Co-movement dynamics of sustainability indices: investigating the diversification opportunities through FTSE4Good index family and Borsa Istanbul sustainability …
	2019

[14]	Information efficiency between equity markets of commodity-driven countries
	2019

[15]	Determinants of equity return correlations: a case study of the Amman Stock Exchange
	Review of Quantitative Finance and Accounting, 2018

[16]	An Empirical Investigation of Risk-Return Relations in Chinese Equity Markets: Evidence from Aggregate and Sectoral Data
	International Journal of Financial Studies, 2018

[17]	基于 MPCA-RBF 模型的证券市场指数时间序列预测
	2017

[18]	New JLS-Factor Model versus the Standard JLS Model: A Case Study on Chinese Stock Bubbles
	Discrete Dynamics in Nature and Society, 2017

[19]	Cross-equity linkages between China and the US: An application of GARCH-M-GED
	2017

[20]	Contagion effects on stock market of Bangladesh: An empirical study on Dhaka stock exchange Shariah (DSES) index
	International Journal of Asian Business and Information Management (IJABIM), 2017

[21]	Selection of a Model for Exploring Cross Market Linkages: A Review of E-GARCH, Markov-switching Framework and Structural Break Models
	2016

[1]	Volatility Transmission Between ASEAN-5 Stock Exchanges International Journal of Corporate Finance and Accounting, 2023 DOI:10.4018/IJCFA.319711

[2]	Volatility Transmission Between ASEAN-5 Stock Exchanges International Journal of Corporate Finance and Accounting, 2023 DOI:10.4018/IJCFA.319711

[3]	Analysis of ASEAN’s Stock Returns and/or Volatility Distribution under the Impact of the Chinese EPU: Evidence Based on Conditional Kernel Density Approach East Asian Economic Review, 2023 DOI:10.11644/KIEP.EAER.2023.27.1.417

[4]	Correlation Analysis of Stock Markets in the Belt and Road Regions Chinese Journal of International Review, 2023 DOI:10.1142/S2630531323500014

[5]	Do the Shanghai–Hong Kong & Shenzhen–Hong Kong Stock Connect programs enhance co‐movement between the Mainland Chinese, Hong Kong, and U.S. stock markets? International Journal of Finance & Economics, 2021 DOI:10.1002/ijfe.1940

[6]	Time-varying Correlation Between Indian Equity Market and Selected Asian and US Stock Markets Global Business Review, 2019 DOI:10.1177/0972150919856962

[7]	PRICE RELATIONSHIPS BETWEEN BOND MARKETS WORLD OF FINANCE, 2019 DOI:10.35774/sf2019.01.028

[8]	Co-movement dynamics of sustainability indices: investigating the diversification opportunities through FTSE4Good index family and Borsa Istanbul sustainability index Social Responsibility Journal, 2019 DOI:10.1108/SRJ-02-2019-0073

[9]	An Empirical Investigation of Risk-Return Relations in Chinese Equity Markets: Evidence from Aggregate and Sectoral Data International Journal of Financial Studies, 2018 DOI:10.3390/ijfs6020035

[10]	Contagion Effects on Stock Market of Bangladesh International Journal of Asian Business and Information Management, 2017 DOI:10.4018/IJABIM.2017040101

[11]	Determinants of equity return correlations: a case study of the Amman Stock Exchange Review of Quantitative Finance and Accounting, 2017 DOI:10.1007/s11156-017-0622-4

[12]	New JLS-Factor Model versus the Standard JLS Model: A Case Study on Chinese Stock Bubbles Discrete Dynamics in Nature and Society, 2017 DOI:10.1155/2017/8017510

	+1 323-425-8868
	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

	+1 323-425-8868
	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Journal of Mathematical Finance

Journal of Mathematical Finance

Journals Menu

Home

About SCIRP

Service

Policies