The Cross-Correlations between Foreign Flows in Chinese A-Share Markets and Uncertainties in Home Markets
This paper investigates the cross-correlations between the foreign flows in A-share market and the uncertainties of market, economy, and policy in home markets, namely, the VIX index and the US EPU index. By employing the cross-correlation statistics and MF-DCCA method, we find the existence of the...
Guardado en:
Autores principales: | Tao Bing, Fei Hu, Hongkun Ma |
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Formato: | article |
Lenguaje: | EN |
Publicado: |
Hindawi Limited
2021
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Materias: | |
Acceso en línea: | https://doaj.org/article/85f2203e0b134ca28b375831e328a3dc |
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