Matches in SemOpenAlex for { <https://semopenalex.org/work/W4210911206> ?p ?o ?g. }
- W4210911206 endingPage "101722" @default.
- W4210911206 startingPage "101722" @default.
- W4210911206 abstract "This paper investigates the stock market co-movements between China and its 12 trading partners in the Asia-Pacific region after the Global Financial Crisis. The Dynamic Conditional Correlation (DCC) - Mixed Data Sampling (MIDAS) model is adopted to extract short and long-run correlations. The author utilizes the weekly conditional correlations to detect contagion and explores transmission mechanisms by regressing the monthly economic and financial variables on the monthly conditional correlations. The empirical results show that recent events (specifically, the Shanghai stock market crash, the US-China tariff war, and the COVID-19 pandemic) have increased the contagion incidences across the stock markets in China and its trading partners. Moreover, bilateral trade and market similarities are major drivers of stock market co-movements between China and developed partners as well as between China and emerging partners. Apart from country-pair-specific factors, common factors (such as the Chinese illiquidity pressure) also affect the co-movements between Chinese and its partners' stock markets during the whole and turmoil periods. Besides, the regression results for contagion episodes are mixed. On the one hand, stock market co-movements are irrelevant to most economic fundamentals, indicating pure contagion. On the other hand, differences in industrial production growth and market size affect stock market co-movements between China and its emerging partners." @default.
- W4210911206 created "2022-02-09" @default.
- W4210911206 creator A5020160658 @default.
- W4210911206 date "2022-04-01" @default.
- W4210911206 modified "2023-10-18" @default.
- W4210911206 title "What influences stock market co-movements between China and its Asia-Pacific trading partners after the Global Financial Crisis?" @default.
- W4210911206 cites W1511133178 @default.
- W4210911206 cites W1727659491 @default.
- W4210911206 cites W1970946264 @default.
- W4210911206 cites W1974280456 @default.
- W4210911206 cites W2000303290 @default.
- W4210911206 cites W2003030174 @default.
- W4210911206 cites W2005966154 @default.
- W4210911206 cites W2011621267 @default.
- W4210911206 cites W2042885155 @default.
- W4210911206 cites W2066580768 @default.
- W4210911206 cites W2070156195 @default.
- W4210911206 cites W2070483806 @default.
- W4210911206 cites W2088322978 @default.
- W4210911206 cites W2124041408 @default.
- W4210911206 cites W2128043486 @default.
- W4210911206 cites W2134278817 @default.
- W4210911206 cites W2137034394 @default.
- W4210911206 cites W2138613803 @default.
- W4210911206 cites W2151616018 @default.
- W4210911206 cites W2181234691 @default.
- W4210911206 cites W2204183022 @default.
- W4210911206 cites W2210467829 @default.
- W4210911206 cites W2235979507 @default.
- W4210911206 cites W2295267513 @default.
- W4210911206 cites W2323388680 @default.
- W4210911206 cites W2335533445 @default.
- W4210911206 cites W2567163353 @default.
- W4210911206 cites W2612312570 @default.
- W4210911206 cites W2737109114 @default.
- W4210911206 cites W2886369314 @default.
- W4210911206 cites W2889666266 @default.
- W4210911206 cites W2895035495 @default.
- W4210911206 cites W2935854497 @default.
- W4210911206 cites W2941065801 @default.
- W4210911206 cites W2942175210 @default.
- W4210911206 cites W2951526627 @default.
- W4210911206 cites W2954917362 @default.
- W4210911206 cites W2964574427 @default.
- W4210911206 cites W2981458881 @default.
- W4210911206 cites W2982270676 @default.
- W4210911206 cites W2989392188 @default.
- W4210911206 cites W3021107451 @default.
- W4210911206 cites W3038829049 @default.
- W4210911206 cites W3091939014 @default.
- W4210911206 cites W3100938421 @default.
- W4210911206 cites W3122124691 @default.
- W4210911206 cites W3122407477 @default.
- W4210911206 cites W3123265245 @default.
- W4210911206 cites W3123610639 @default.
- W4210911206 cites W3123903909 @default.
- W4210911206 cites W3124765733 @default.
- W4210911206 cites W3125285164 @default.
- W4210911206 cites W3125595178 @default.
- W4210911206 cites W3125962101 @default.
- W4210911206 cites W3148597715 @default.
- W4210911206 cites W3170978035 @default.
- W4210911206 cites W964027717 @default.
- W4210911206 doi "https://doi.org/10.1016/j.pacfin.2022.101722" @default.
- W4210911206 hasPublicationYear "2022" @default.
- W4210911206 type Work @default.
- W4210911206 citedByCount "6" @default.
- W4210911206 countsByYear W42109112062022 @default.
- W4210911206 countsByYear W42109112062023 @default.
- W4210911206 crossrefType "journal-article" @default.
- W4210911206 hasAuthorship W4210911206A5020160658 @default.
- W4210911206 hasBestOaLocation W42109112061 @default.
- W4210911206 hasConcept C10138342 @default.
- W4210911206 hasConcept C106159729 @default.
- W4210911206 hasConcept C121087249 @default.
- W4210911206 hasConcept C139719470 @default.
- W4210911206 hasConcept C144133560 @default.
- W4210911206 hasConcept C162324750 @default.
- W4210911206 hasConcept C166957645 @default.
- W4210911206 hasConcept C18547055 @default.
- W4210911206 hasConcept C191935318 @default.
- W4210911206 hasConcept C19244329 @default.
- W4210911206 hasConcept C204036174 @default.
- W4210911206 hasConcept C205649164 @default.
- W4210911206 hasConcept C2777209242 @default.
- W4210911206 hasConcept C2778300220 @default.
- W4210911206 hasConcept C2779343474 @default.
- W4210911206 hasConcept C2780299701 @default.
- W4210911206 hasConcept C556758197 @default.
- W4210911206 hasConceptScore W4210911206C10138342 @default.
- W4210911206 hasConceptScore W4210911206C106159729 @default.
- W4210911206 hasConceptScore W4210911206C121087249 @default.
- W4210911206 hasConceptScore W4210911206C139719470 @default.
- W4210911206 hasConceptScore W4210911206C144133560 @default.
- W4210911206 hasConceptScore W4210911206C162324750 @default.
- W4210911206 hasConceptScore W4210911206C166957645 @default.
- W4210911206 hasConceptScore W4210911206C18547055 @default.
- W4210911206 hasConceptScore W4210911206C191935318 @default.