Comparison of stock market fluctuation spillover effects under the new and old international financial order Seedlings Clear
Journal: Financial Forum (Vol.6, No. 1)Publication Date: 2017-12-31
Authors : Shi Ying Fang Kong Yusheng;
Page : 1-5
Keywords : ;
Abstract
Articles use the GARCH model and Granger Causality Check , Comparative analysis of the new and old international financial order under the United States , UK , Japan , The volatility spillover effect and conduction
path of index returns in Hong Kong and mainland China . research shows : in the old international financial order , UK stock markets have varying degrees of volatility in other markets , us is the end of the stock market volatility risk transmission; in the new international financial order , Domestic The stock market exits from the volatility overflow conduction path , At the same time, the fluctuation contagion effect of other conduction paths decreases in varying degrees.
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