TY  - RPRT
AU  - Allen, David E.
AU  - Amram, Ron
AU  - McAleer, Michael
PY  - 2011
SN  - 2255-5471
UR  - https://hdl.handle.net/20.500.14352/49210
AB  - This paper examines whether there is evidence of spillovers of volatility from the Chinese stock market to its neighbours and trading partners, including Australia, Hong Kong, Singapore, Japan and USA. China’s increasing integration into the global...
LA  - spa
A3  - Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE)
KW  - Volatility spillovers
KW  - VARMA-GARCH
KW  - VARMA-AGARCH
KW  - Chinese stock market.
TI  - Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
TY  - technical report
VL  - 2011
ER  -