The Volatility Spillover Effect among A-Share and H- Share Markets in China: Under the Influence of Shanghai-Hong Kong Stock Connect

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The Volatility Spillover Effect among A-Share and H- Share Markets in China: Under the Influence of Shanghai-Hong Kong Stock Connect

Researches on the dynamic correlation of volatility between markets are essential to prevent risk and the spread of financial crises. So far, the literature mainly focused on exploring volatility spillovers between developed countries and less literature on developing countries. On the other hand, t...

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Bibliographic Details
Main Author:	You, Li
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2019
Online Access:	https://eprints.nottingham.ac.uk/58238/

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