Volatility spillover effects between financial markets:
Evidence from the US and China

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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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Bibliographic Details
Main Author:	Xie, Meng-Xue
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2017
Online Access:	https://eprints.nottingham.ac.uk/45370/

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