The Co-Movement of China and US Stock Indices: A Portfolio Diversification Analysis
The aim of this article is to find diversification opportunities by examining the time-varying and time-scale-based volatility and correlation of the US and Chinese stock market indices with crude oil, gold and Bitcoin price returns, as well as the exchange rate of the Chinese Yuan Renminbi agains...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universiti Utara Malaysia Press
2023
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/29731/1/JIS%2019%2001%202023%201-35.pdf https://doi.org/10.32890/jis2023.19.1.1 |