The Effect of B Share Market Reform on Volatility Spillovers and Changes in Correlation between Chinese A and B Shares

B.S.A. Da Veiga, Felix Chan, Michael Mcaleer

Research output: Chapter in Book/Conference paperConference paperpeer-review

1 Citation (Scopus)
Original languageEnglish
Title of host publicationMODSIM 2005 International Conference on Modelling and Simulation
Editors Zerger, A. Argent, R.M.
Place of PublicationAustralia
PublisherModelling and Simulation Society of Australia and New Zealand Inc.
Pages2210-2217
Volume0
EditionMelbourne
ISBN (Print)0975840010
Publication statusPublished - 2005
EventThe Effect of B Share Market Reform on Volatility Spillovers and Changes in Correlation between Chinese A and B Shares - Melbourne
Duration: 1 Jan 2005 → …

Conference

ConferenceThe Effect of B Share Market Reform on Volatility Spillovers and Changes in Correlation between Chinese A and B Shares
Period1/01/05 → …

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