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...

Szczegółowa specyfikacja

Opis bibliograficzny
Główni autorzy:	Azmat Sher, An Haizhong, Muhammad Kaleem Khan, Judit Sági
Format:	Artykuł
Język:	English
Wydane:	Elsevier 2024-05-01
Seria:	Heliyon
Hasła przedmiotowe:	Cointegration Portfolio diversification Major trading partners Stock market integration VECM-based granger causality test Short-run granger causality
Dostęp online:	http://www.sciencedirect.com/science/article/pii/S2405844024054446

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