Dynamic causality between the U.S. stock market, the Chinese stock market and the global gold market: implications for individual investors’ diversification strategies
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DOI: 10.1080/00036846.2019.1601156
Abstract: ABSTRACT This paper proposes a generalization of the prior VAR and EGARCH model to explore the linkage between returns and volatility transmissions in the U.S. stock market, the Chinese stock market, and the global gold… read more here.
Keywords: chinese stock; market; market global; stock market ... See more keywords