Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR : Evidence from Stock Markets /
This paper focuses on evidence from stock markets as it investigates the spillovers from the United States to mainland China and Hong Kong SAR during the subprime crisis. Using both univariate and multivariate GARCH models, this paper finds that China's stock market is not immune to the financi...
| المؤلف الرئيسي: | |
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| مؤلفون آخرون: | |
| التنسيق: | دورية |
| اللغة: | English |
| منشور في: |
Washington, D.C. :
International Monetary Fund,
2009.
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| سلاسل: | IMF Working Papers; Working Paper ;
No. 2009/166 |
| الوصول للمادة أونلاين: | Full text available on IMF |