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題名:A Market Volatility Analysis of the Shanghai-Hong Kong Stock Connect Program
書刊名:International Journal of Business and Economics
作者:Chang, Donald Tung-zongChen, Su-janeGu, HongmeiJiang, Aijie
出版日期:2018
卷期:17:2
頁次:頁113-121
主題關鍵詞:Hong Kong stock exchangeShanghai stock exchangeShanghai-Hong Kong stock connectRisk analysisGARCH model
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:2
  • 點閱點閱:4
期刊論文
1.Ba, S.(2014)。The Policy of Joint Listing between Shanghai and Hong Kong Exchange Promotes the Opening of China's Capital。Economy,9,9。  new window
2.CASS、China Merchants Bank(2014)。Risks under the Joint Listing Policy between Hong Kong and Shanghai Exchange。Capital Markets,10,42-46。  new window
3.Fan, Qingliang、Wang, Ting(2016)。The impact of Shanghai-Hong Kong Stock Connect policy on A-H share price premium。Finance Research Letters,21,222-227。  new window
4.Goel, Shashank、Saradhi, V. Raveendra(20151200)。Capital Flow Components and the Real Exchange Rate: Implications for India。International Journal of Business and Economics,14(2),179-194。new window  new window
5.Gui, M.(2014)。The Strategic Significance of Joint Listing Policy between Shanghai and Hong Kong Exchange。Economics of Shanghai and Hong Kong Exchange,12,62-63。  new window
6.Guldimann, T.(2000)。The Story of Risk Metrics。Risk,13(1),56-58。  new window
7.Lai, Yi Hao(20081200)。Does Asymmetric Dependence Structure Matter? A Value-at-Risk View。International Journal of Business and Economics,7(3),249-268。new window  new window
8.Mirzaei, Ali(20130600)。Bank Performance during the Financial Crisis 2007-2010。International Journal of Business and Economics,12(1),27-44。new window  new window
9.Moore, Tomoe(20110400)。The Volatility Spillover from the Market to Disaggregated Industry Stocks: The Case for the US and UK。International Journal of Business and Economics,10(1),61-68。new window  new window
10.Xiang, B.(2014)。Market Impact and Financial Risks Brought by the Joint Listing Policy between Hong Kong and Shanghai Exchange。Oriental Enterprise Culture,23,298。  new window
11.Zhou, J.(2014)。The Good News Effects of the Joint Listing Policy between Hong Kong and Shanghai Exchange。Financial Expo (Wealth),9,56-57。  new window
12.Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。  new window
13.Bollerslev, Tim、Chou, Ray Y.、Kroner, Kenneth F.(1992)。ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence。Journal of Econometrics,52(1/2),5-59。  new window
14.Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica,50(4),987-1008。  new window
15.Nelson, Daniel B.(1991)。Conditional Heteroskedasticity in Asset Returns: A New Approach。Econometrica: Journal of the Econometric Society,59(2),347-370。  new window
研究報告
1.Li, Q.(2015)。Does the Stock Connect Program Eliminate the Price Disparities of Cross-listed Companies?。  new window
其他
1.Yiu, E.(20161202)。Price gap between A and H shares expected to remain, even with the arrival of Shenzhen-Hong Kong trading link。  new window
 
 
 
 
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