{"title":"DYNAMIC VOLATILITY SPILLOVERS ACROSS THE EXTENDED GREATER CHINA REGION STOCK MARKETS","authors":"J. Diaz","doi":"10.1142/S2194565921500032","DOIUrl":null,"url":null,"abstract":"The study investigates volatility transmissions of major financial market indices found in the Extended Greater China Region (EGCR): the Shanghai Stock Exchange Index (SSEI), the Hang Seng Stock Ex...","PeriodicalId":44015,"journal":{"name":"Global Economy Journal","volume":null,"pages":null},"PeriodicalIF":1.0000,"publicationDate":"2021-05-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Global Economy Journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/S2194565921500032","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"ECONOMICS","Score":null,"Total":0}
引用次数: 1
Abstract
The study investigates volatility transmissions of major financial market indices found in the Extended Greater China Region (EGCR): the Shanghai Stock Exchange Index (SSEI), the Hang Seng Stock Ex...
期刊介绍：
The GEJ seeks to publish original and innovative research, as well as novel analysis, relating to the global economy. While its main emphasis is economic, the GEJ is a multi-disciplinary journal. The GEJ''s contents mirror the diverse interests and approaches of scholars involved with the international dimensions of business, economics, finance, history, law, marketing, management, political science, and related areas. The GEJ also welcomes scholarly contributions from officials with government agencies, international agencies, and non-governmental organizations. One over-arching theme that unites IT&FA members and gives focus to this journal is the complex globalization process, involving flows of goods and services, money, people, and information.
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