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    • Volatility Spillovers from the Chinese Stock Market toEconomic Neighbours 

      Allena, D.E.; Amrama, R.; McAleer, M. (College of Business and EconomicsUniversity of Canterbury. Department of Economics and Finance, 2011)
      This paper examines whether there is evidence of spillovers of volatility from the Chinese stock market to its neighbours and trading partners, including Australia, Hong Kong, Singapore, Japan and USA. China’s increasing ...