Volatility spillover effects between financial markets: Evidence from the US and China
The interdependence between the developed financial markets and those markets in emerging countries has increasingly strengthened by capital liberalisation and globalisation. Especially, during the significant financial crises, how the negative volatility spillover effects may influence the performa...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2017
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| Online Access: | https://eprints.nottingham.ac.uk/45370/ |