What Drives Chinese Financial Markets?

Magdalena Osinska and Tomasz Zdanowicz
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Tomasz Zdanowicz: Nicolaus Copernicus University, Toruń, Poland

Chapter 3 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2011, vol. 9, pp 51-69 from University of Lodz

Abstract: In Chapter 3 Magdalena Osińska and Tomasz Zdanowicz analyze the relations between Chinese financial market and other international financial markets in terms of conditional mean and variance of stock indices and exchange rates. The causality tests in variance show many bidirectional linkages of Shanghai Stock Exchange with the rest of the world.

Keywords: Chinese financial market; Stock indice; Exchange rates (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:ann:findec:book:y:2011:n:09:ch:03:mon

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