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

Liow, Kim HiangSong, JeongseopZhou, Xiaoxia2022-05-292022-05-292021-05-26Liow, 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.2021018ORCID: /0000-0002-5312-9321/work/118192562https://hdl.handle.net/2164/1865724869837engvolatility connectednessspillover transmissions nonlinear causal dependencemarket dependenceimpulse response functionsChina economyHF5601 AccountingHF5601Volatility connectedness and market dependence across major financial markets in China economyJournal article10.3934/QFE.202101853