Is it China that leads the Asian stock market contagion in 2015?
Lu Fang and
David Bessler ()
Applied Economics Letters, 2018, vol. 25, issue 11, 752-757
Abstract:
This article examines the influence of China B-share aggregates on major Asian stock market aggregates during 2015 China crash. Results indicate the China market shows strong negative impact and is highly responsible for leading most markets down during the crash.
Date: 2018
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DOI: 10.1080/13504851.2017.1363854
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