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...
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| Médium: | Časopis |
| Jazyk: | English |
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Washington, D.C. :
International Monetary Fund,
2009.
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| Edice: | IMF Working Papers; Working Paper ;
No. 2009/166 |
| On-line přístup: | Full text available on IMF |