Full-Text Search:
Home|Journal Papers|About CNKI|User Service|FAQ|Contact Us|中文
《Securities Market Herald》 2015-01
Add to Favorite Get Latest Update

Analysis of Impact of International Market on China Stock Market Systemic Risk

Xiong Xiong;Zhang Ke;Zhou Xin;  
Based on the Co Va R approach this article searched the impact of international market on China stock market systemic risk, the result shows that Asian market has larger effect than European and American markets, the effect changes over time, the transmission of systemic risk need time and can spread indirectly.
【Fund】: 国家自然科学基金项目(71131007 71271145);; 教育部“创新团队发展计划”(IRT1028);; 教育部博士点基金(20110032110031)
【CateGory Index】: F831.51;F832.51
Download(CAJ format) Download(PDF format)
CAJViewer7.0 supports all the CNKI file formats; AdobeReader only supports the PDF format.
【Citations】
Chinese Journal Full-text Database 1 Hits
1 FAN Kui1,ZHAO Xiu-juan2,WANG Shou-yang31.Department of Financial Market,Bank of Communications,Shanghai 200120,China;2.School of Economics and Management,Beijing University of Posts and Telecommunications,Beijing 100876,China;3.Institute of Mathematics and System Sciences,Chinese Academy of Sciences,Beijing 100190,China;Empirical study on time-varying information and risk spillover effects among global main equity markets[J];Journal of Management Sciences in China;2010-09
【Co-citations】
Chinese Journal Full-text Database 6 Hits
1 ZHOU Wei,HE Jian-min,YU De-jian(School of Economics and Administration,Southeast University,Nanjing 211189,China);An Empirical Study of SHFE-CU Risk Contagion in ITC and OTC Markets during Different Trends[J];Journal of Industrial Engineering and Engineering Management;2013-02
2 LU Feng-bin1,HONG Yong-miao2 1.Academy of Mathematics and Systems Science,Chinese Academy of Sciences,Beijing 100190,China; 2.Wang Yanan Institute for Studies in Economics,Xiamen University,Xiamen 361005,China;Time-varying information spillover tests and their application to financial markets[J];Journal of Management Sciences in China;2012-04
3 Zhou Wei,He JianMin,Yu DeJian(School of Economics and Administration,Southeast University,Nanjing 211189,China);Review of Contagion Effects and Jump Effects in Financial Markets[J];Journal of Nanjing University of Finance and Economics;2012-02
4 Liu Xiangyun and Qin Bo(Finance Department,Guangdong University of Business Studies,Guangzhou 510320,China);Based on the multivariate LMSV Model to Research the Risk Spillover between Chinese and International Stock Markets[J];Journal of Finance and Economics;2013-01
5 ZHAO Xiu-juan1,ZHU Kai-yu2,WANG Shou-yang3(1.School of Economics and Management,Beijing University of Posts and Telecommunications,Beijing 100876,China; 2.Management School,Graduate University of Chinese Academy of Sciences,Beijing 100080,China; 3.Academy of Mathematics and Systems Science,Chinese Academy of Sciences,Beijing 100080,China);Study on the Spillover Effect of the Volatility of Chinese Closed-end Fund Price Indices——Case of Shenzhen Closed-end Fund Index[J];Chinese Journal of Management Science;2011-06
6 Chen Ji;Chen Dianfa;Song Min;School of Economics,Nankai University;;Heterogenerous bank system stability research under complex networks structure[J];Journal of Systems Engineering;2014-02
【Secondary Citations】
Chinese Journal Full-text Database 9 Hits
1 Zhang Biqong;Information Internationalization in China' s Stock Markets:a EGARCH-Based Test[J];Studies of International Finance;2005-05
2 Wu Shinong Pan Yue (Xiamen University, Xiamen,China);A Study on Co-integration and Causality among HongKong Red Chips, H-Shares and Mainland Stock Market[J];Chinese Journal of Management;2005-02
3 ZHU Hong quan,LU Zu di,WANG Shou yang Institute of Systems Science, Academy of Mathematics and Systems Sciences,Chinese Academy of Sciences, Beijing 100080, China;Granger causality analysis of stock markets in China[J];Journal of Manegement Sciences In China;2001-05
4 Fan Zhizhen1 and Zhang Bing2(1.Nanjing Branch,The People's Bank of China,Nanjing 210004,China;2.School of Engineering & Management,Nanjing University,Nanjing 210093,China);The Relationship of Information Transmission between China's Stock Market and Foreign Exchange Marker——On the Comparison study for the Characteristics of "the Bull Market" and "the Bear Market"[J];The Journal of Guangdong University of Finance;2009-06
5 YONGMIAO HONG(Cornell University&Tsinghua University)SIWEI CHENG YANHUI LIU SHOUYANG WANG(Chinese Academy of Sciences);Extreme Risk Spillover between Chinese Stock Market and International Stock Markets[J];China Economic Quarterly;2004-02
6 Chen G uojin,Wang Jing;The Spillover Effect Analysis of the A and H Shares Cross-listing Firms in China[J];Nankai Business Review;2007-04
7 Pan Yue;Study on the Dynamic Linkage between Stock Markets based on Non-linear Granger Causality Test[J];The Journal of Quantitative & Technical Economics;2008-09
8 NIE Fu-qiang,SONG Guo-jun(Graduate School,Southwestern University of Finance and Economics,Chengdu Sichnan 610074);Empirical Analysis of the Asymmetric Volatility in Shanghai and Shenzhen Stock Markets[J];Application of Statistics and Management;2007-01
9 Yu Shidian et al;Analysis of relationship between several stock price indexes[J];Statistical Research;2001-08
©2006 Tsinghua Tongfang Knowledge Network Technology Co., Ltd.(Beijing)(TTKN) All rights reserved