Ontology highlight
ABSTRACT:
SUBMITTER: Zhou B
PROVIDER: S-EPMC9691647 | biostudies-literature | 2022
REPOSITORIES: biostudies-literature
Frontiers in public health 20221111
Examining stock market interactions between China (mainland China and Hong Kong), Japan, and South Korea, this study employs a framework that includes 239 economic variables to identify the spillover effects among these three countries, and empirically simulates the dynamic time-varying non-linear relationship between the stock markets of different countries. The findings are that in recent decades, China's stock market relied on Hong Kong's as a window to the exchange of price information with ...[more]