Do Information Transmissions among Stock Markets of Greater China Become Stronger? A Nonlinear Perspective

2009 ◽  
Author(s):  
Keith Lam ◽  
Zhuo Qiao
Keyword(s):  
Stock Markets ◽  
Greater China

Return transmission among stock markets of Greater China

1999 ◽  
Vol 48 (4-6) ◽  
pp. 511-518 ◽  
Author(s):  
W.S. Chan ◽  
Harry W.C. Lo ◽  
S.H. Cheung
Keyword(s):  
Stock Markets ◽  
Greater China

Consumption and stock markets in Greater China

2004 ◽  
Vol 11 (6) ◽  
pp. 365-368 ◽  
Author(s):  
Xiaohui Liu ◽  
Chang Shu
Keyword(s):  
Stock Markets ◽  
Greater China

Stock Market Linkages Before and After the Asian Financial Crisis: Evidence from Three Greater China Economic Area Stock Markets and the US

2006 ◽  
Vol 09 (02) ◽  
pp. 297-315 ◽  
Author(s):  
Hwahsin Cheng ◽  
John L. Glascock
Keyword(s):  
Financial Crisis ◽  
Stock Market ◽  
Stock Returns ◽  
Stock Markets ◽  
The United States ◽  
Asian Financial Crisis ◽  
Greater China ◽  
Market Linkages ◽  
Economic Area ◽  
Before And After

We investigate the stock market linkages between the United States and three Greater China Economic Area stock markets — China, Hong Kong, and Taiwan, before and after the 1997 Asian financial crisis. Daily stock market indices from January 1995 to December 2000 are used for the analysis. Results from Granger causality test indicate increased feedback relationships between the markets in the post-crisis period. We also find, from the principal component analysis, fewer common factors affecting stock returns after the crisis, suggesting more harmonious market co-movements after the financial crisis. Additionally, results from a variance decomposition analysis suggest that stock markets are more responsive to foreign shocks after the crisis. This further strengthens the evidence that stock markets become more interrelated after the 1997 Asian financial crisis.

scholarly journals The Impact of Brexit on the Stock Markets of the Greater China Region

2018 ◽  
Vol 6 (2) ◽  
pp. 51 ◽  
Author(s):  
Lucía Morales ◽  
Bernadette Andreosso-O’Callaghan
Keyword(s):  
Stock Markets ◽  
Greater China ◽  
The Impact ◽  
China Region
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