Dynamic Linkages Between the China and International Stock Markets

Kui Fan, Zudi Lu () and Shouyang Wang

Asia-Pacific Financial Markets, 2009, vol. 16, issue 3, 230 pages

Keywords: Chinese stock market; Markov-switching models; Long/short term linkage; Cointegration; Spillover effect (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10690-009-9093-5

Asia-Pacific Financial Markets is currently edited by Jiro Akahori

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