Jie Zhang

Texas A&M University

Langford Building A

798 Ross St.

College Station, TX 77843-3137

United States

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Scholarly Papers (1)

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Volatility Spillovers between Chinese and World Equity Markets

Number of pages: 36 Posted: 20 Feb 2011 Last Revised: 22 Mar 2011
Xiangyi Zhou, Weijin Zhang and Jie Zhang
Xi'an Jiaotong University - Jinhe Center for Economic Research, Xi'an Jiaotong University and Texas A&M University
Downloads 65 (540,915)

Abstract:

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China, World Equity Markets, Vector Autoregression, Variance Decomposition, Spillover Index, Financial Crisis