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...

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Autores principales: Tao Bing, Fei Hu, Hongkun Ma
Formato: article
Lenguaje:EN
Publicado: Hindawi Limited 2021
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Acceso en línea:https://doaj.org/article/85f2203e0b134ca28b375831e328a3dc
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