Chinese stock market integration with developed world: A portfolio diversification analysis

Chinese stock market integration with developed world: A portfolio diversification analysis

This study investigates integration dynamics between the Chinese stock market and major developed counterparts—Australia, Germany, Japan, the UK, and the US—focusing on portfolio diversification. Using a comprehensive analytical approach from 2012 to 2022, encompassing events like the Belt and Road...

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Bibliografische gegevens
Hoofdauteurs: Azmat Sher, An Haizhong, Muhammad Kaleem Khan, Judit Sági
Formaat: Artikel
Taal:English
Gepubliceerd in: Elsevier 2024-05-01
Reeks:Heliyon
Onderwerpen:
Cointegration
Portfolio diversification
Major trading partners
Stock market integration
VECM-based granger causality test
Short-run granger causality
Online toegang:http://www.sciencedirect.com/science/article/pii/S2405844024054446

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http://www.sciencedirect.com/science/article/pii/S2405844024054446

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