On Chinese stock markets: How have they evolved along time?

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Utilizad este identificador para citar o enlazar este documento: http://hdl.handle.net/2072/267085

Título:	On Chinese stock markets: How have they evolved along time?
Autor/a:	Cano Berlanga, Sebastian; Giménez Gómez, José M. (José Manuel)
Otros autores:	Universitat Rovira i Virgili. Departament d'Economia; Universitat Rovira i Virgili. Centre de Recerca en Economia Industrial i Economia Pública
Abstract:	China is the largest emerging capital market with a unique setup: it issues simultaneously both (i) Class A shares addressed to Chinese domestic investors, and (ii) Class B Shares addressed to foreign investors. After Chinese stock resumed the operation, they feature dramatic fluctuations due to policy changes and over-speculative activity of individual investors. This paper aims to analyse the evolution of both the Shanghai A and B Markets through a Markov-Switching asymmetric GARCH in four different time frames. Keywords: China stock market; Markov-Switching asymmetric GARCH; volatility
Fecha de creación:	2016
Materias (CDU):	336 - Finances. Banca. Moneda. Borsa
Materia(s):	Mercats financers -- Xina
Derechos:	L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons: http://creativecommons.org/licenses/by-nc-nd/4.0/
Páginas:	17 p.
Tipo de documento:	Documento de trabajo
Editor:	Universitat Rovira i Virgili. Departament d'Economia
Collection:	Documents de treball del Departament d'Economia;2016-21
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