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Volatility connectedness and market dependence across major financial markets in China economy

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dc.contributor.authorLiow, Kim Hiang
dc.contributor.authorSong, Jeongseop
dc.contributor.authorZhou, Xiaoxia
dc.contributor.institutionUniversity of Aberdeen.Real Estateen
dc.date.accessioned2022-05-29T20:12:01Z
dc.date.available2022-05-29T20:12:01Z
dc.date.issued2021-05-26
dc.description.statusPeer revieweden
dc.format.extent24
dc.format.extent869837
dc.identifier215696922
dc.identifier36f86c2f-c4b4-4a0b-bf7e-39cc259f17a9
dc.identifier.citationLiow, K H, Song, J & Zhou, X 2021, 'Volatility connectedness and market dependence across major financial markets in China economy', Quantitative Finance and Economics, vol. 5, no. 3, pp. 397-420. https://doi.org/10.3934/QFE.2021018en
dc.identifier.doi10.3934/QFE.2021018
dc.identifier.iss3en
dc.identifier.otherORCID: /0000-0002-5312-9321/work/118192562
dc.identifier.urihttps://hdl.handle.net/2164/18657
dc.identifier.vol5en
dc.language.isoeng
dc.relation.ispartofQuantitative Finance and Economicsen
dc.subjectvolatility connectednessen
dc.subjectspillover transmissions nonlinear causal dependenceen
dc.subjectmarket dependenceen
dc.subjectimpulse response functionsen
dc.subjectChina economyen
dc.subjectHF5601 Accountingen
dc.subject.lccHF5601en
dc.titleVolatility connectedness and market dependence across major financial markets in China economyen
dc.typeJournal articleen

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