Empirical Analysis of the “China‒US factor” in Stock Market Linkages

Huai Qian, Bingkun Yang and Weihua Huang

Emerging Markets Finance and Trade, 2024, vol. 60, issue 6, 1118-1129

Abstract: This article studies the economic impact of China and the U.S. from 2011 to 2023 through stock market linkages. A bivariate VAR model is used for nonlinear Granger causality analysis. The results show that the U.S. economy’s dominance remains unshaken, impacting the world economy. Despite China’s progress and significant role in the global economy, it cannot yet impact the U.S. economy. Understanding this is crucial for global economic patterns, the political state, and enriching global economic stability and development.

Date: 2024
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/1540496X.2023.2273514 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mes:emfitr:v:60:y:2024:i:6:p:1118-1129

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/MREE20

DOI: 10.1080/1540496X.2023.2273514

Access Statistics for this article

More articles in Emerging Markets Finance and Trade from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().