Comparison of stock market fluctuation spillover effects under the new and old international financial order Seedlings Clear
Journal Title: Financial Forum - Year 2017, Vol 6, Issue 1
Abstract
Articles use the GARCH model and Granger Causality Check , Comparative analysis of the new and old international financial order under the United States , UK , Japan , The volatility spillover effect and conduction path of index returns in Hong Kong and mainland China . research shows : in the old international financial order , UK stock markets have varying degrees of volatility in other markets , us is the end of the stock market volatility risk transmission ; in the new international financial order , Domestic The stock market exits from the volatility overflow conduction path , At the same time, the fluctuation contagion effect of other conduction paths decreases in varying degrees .
Authors and Affiliations
Shi Ying Fang , Kong Yusheng
Keywords
Related Articles
- EP ID EP680191
- DOI -
- Views 187
- Downloads 0
Privileges and immunities of the Developmental International Financial organization
The acquisition of privileges and immunities of the Developmental International Financial organization has its jurisprudence and legal basis . as a special international organization , their privileges and The scope of t...
On financial agglomeration and International financial Center: Theoretical research on construction -- perspective based on dynamic stochastic general equilibrium system and message impact
based on the characteristics of China's financial market and the construction of Shanghai International Financial Center National Strategy , Building a dynamic stochastic general equilibrium model for financial agglomera...
World Social Security development trend after the international financial crisis
2008 After the outbreak of the International financial crisis , High-income countries , Development of social security in middle-income and low-income countries The is now the main trend : The international financial cri...
Ring border and social will wind insurance tube such as he shadow ring Gold Merge machine construct financial b19> Performance Effect -- Empirical analysis based on international financial firms
This article combs the international Financial company's environmental and social risk management reform process, and set up the relevant econometric model, empirical points analyzes the International Financial Company's...
International financial Network and its structural characteristics
In this paper, the author makes an empirical study on the topological structure and related properties of investment networks in international financial markets by using complex network theory . Research Discovery , Inte...