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《Securities Market Herald》 2015-01
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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
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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
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