Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective

This paper examines the spillover effect from Chinese stock market to select emerging economies to check the diversification opportunities. The study analysed the data in three different periods including full period from January 3, 2000 to February 7, 2020; first sub period from January 3, 2000 to...

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Detalles Bibliográficos
Autores principales: Yadav, Miklesh Prasad, Sharma, Sudhi, Bhardwaj, Indira
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Japan 2022
Materias:
Original Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9646473/
http://dx.doi.org/10.1007/s10690-022-09381-9

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