Modelling Asymmetric Conditional Dependence between Shanghai and Hong Kong Stock Markets

Wu, W., Lau, M., and Vigne, S. (2017). Modelling Asymmetric Conditional Dependence between Shanghai and Hong Kong Stock Markets. Research in International Business and Finance, 42 1137-1149. doi: https://doi.org/10.1016/j.ribaf.2017.07.050

Abstract

More Information

Divisions: Schools > Business > Accounting and Finance
DOI: https://doi.org/10.1016/j.ribaf.2017.07.050
Date Deposited: 16 Oct 2017 15:55
Creators:
CreatorsORCID
Wu, W0000-0001-7021-1776
Lau, M
Vigne, S
Item Type: Article
Creators: Wu, W and Lau, M and Vigne, S
Depositing User: LSBU Open Access Team
Last Modified: 23 Jan 2019 04:04
Item ID: 1280

Download

Text
china stock market_version2_marco.docx - Accepted Version
Licence: Logo for Creative Commons Attribution Non-commercial No Derivatives license

Download (1MB)

Export Citation

Share

Statistics

IRStats2

Downloads
Activity Overview
3Downloads
35Hits

Statistics for this record are available via IRStats2