ZHOU Wei. CHARACTERISTICS OF CO-MOVEMENT AMONG STOCK MARKETS IN SHANGHAI,U.S. AND HONG KONG[J]. Economic Theory and Business Management, 2009, (4): 56-61.
[1] Rita Maldonado,Anthony Saunders.International Portfolio Diversification and the Inter-Temporal of International Stock Market Relationships 1957-1978[J].Financial Management,1981,(10). [2] Cheol S.Eun,Sangdal Shim.International Transmission of Stock Market Movements[J].Journal of Financial and Quantitative Analysis,1989,(24). [3] Y.L.Cheung,S.C.Mak.A Study of the International Transmission of Stock Market Fluctuation between the Developed Markets and the Asian-Pacific Markets[J].Applied Financial Economics,1992,(2). [4] B.Hung,Y.L.Cheung.Interdependence of Asian Emerging Equity Markets[J].Journal of business Finance Accounting,1995,(22). [5] Sorin A.Tuluca,Burton Zwick.The Effects of the Asian Crisis on Global Equity Markets[J].The Financial Review,2001,(36). [6] 吴世农,潘越.香港红筹股、H股与内地股市的协整关系和引导关系研究[J].管理学报,2005,2(2). [7] 俞世典,陈守东,黄立华.主要股票指数的联动分析[J].统计研究,2001,(8). [8] 张碧琼.中国股票市场信息国际化:基于EGARCH模型的检验[J].国际金融研究,2005,(5). [9] 谷耀,陆丽娜.沪、深、港股市收益、波动溢出效应与动态相关性--基于DCC-(BV)-EGARCH-VAR的检验[J].数量经济与技术经济研究,2006,(8).