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Original Article

Spillover and Cojumps Between the U.S. and Chinese Stock Markets

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Pages 23-42 | Published online: 07 Dec 2014

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Read on this site (7)

Rongda Chen, Huiwen Chen, Chenglu Jin, Bo Wei & Lean Yu. (2020) Linkages and Spillovers between Internet Finance and Traditional Finance: Evidence from China. Emerging Markets Finance and Trade 56:6, pages 1196-1210.
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Eero Pätäri, Sheraz Ahmed, Elena John & Ville Karell. (2019) The changing role of emerging and frontier markets in global portfolio diversification. Cogent Economics & Finance 7:1.
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Richard A. Ajayi, Seyed Mehdian & Ovidiu Stoica. (2018) An Empirical Examination of the Dissemination of Equity Price Innovations Between the Emerging Markets of Nordic-Baltic States and Major Advanced Markets. Emerging Markets Finance and Trade 54:3, pages 642-660.
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Buerhan Saiti, Obiyathulla Ismath Bacha & Mansur Masih. (2016) Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis. Emerging Markets Finance and Trade 52:8, pages 1832-1849.
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Seema Narayan. (2015) Are Asian Stock Market Returns Predictable?. Emerging Markets Finance and Trade 51:5, pages 867-878.
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Jun Sik Kim & Doojin Ryu. (2015) Return and Volatility Spillovers and Cojump Behavior Between the U.S. and Korean Stock Markets. Emerging Markets Finance and Trade 51:sup1, pages S3-S17.
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Articles from other publishers (5)

Ping Zhang, Jieying Gao, Yanbin Zhang & Te-Wei Wang. (2021) Dynamic Spillover Effects between the US Stock Volatility and China’s Stock Market Crash Risk: A TVP-VAR Approach. Mathematical Problems in Engineering 2021, pages 1-12.
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Seema Narayan, Nadia Doytch, Tri Tung Nguyen & Karl Kluegel. (2016) Trade of goods and services and risk sharing ability in international equity markets: Are these substitutes or complements?. International Review of Economics & Finance 45, pages 485-503.
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Bruce Jianhe Liu, Yubin Wang, Jingjing Wang, Xin Wu & Shu Zhang. (2015) Is China the price taker in soybean futures?. China Agricultural Economic Review 7:3, pages 389-404.
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Juan C. Reboredo, Aviral Kumar Tiwari & Claudiu Tiberiu Albulescu. (2015) An analysis of dependence between Central and Eastern European stock markets. Economic Systems 39:3, pages 474-490.
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Jan Hanousek, Evžen Kočenda & Jan Novotný. (2014) Price jumps on European stock markets. Borsa Istanbul Review 14:1, pages 10-22.
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