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Xinhui Zhou

Shanghai Lixin University of Accounting and Finance

Shanghai, Shanghi 201209

China

  • Shanghai Lixin University of Accounting and Finance

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Research on Spillover Effect of Foreign Market Risk on Chinese Capital Market from Perspective of Full Financial Opening-up

Journal of Chinese Economic and Business Studies
Number of pages: 47 Posted: 30 Dec 2022 Last Revised: 02 Jan 2023
Xinhui Zhou, Yuzhe Li, Bing Chen and Huadong Jiang
Shanghai Lixin University of Accounting and Finance, City University of Hong Kong, Shanghai Lixin University of Accounting and Finance and Shanghai Lixin University of Accounting and Finance
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Abstract:

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Market risk; Capital market; Spillover effect; DCC-GARCH