Browsing Trinity Business School by Author "Wu, Weiou"
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Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets
Vigne, Samuel; Wu, Weiou; Lau, Marco Chi Keung (2017)This paper investigates the asymmetric conditional dependence between Shanghai and Hong Kong stock index returns, to assess the impact of the recent financial recession on Chinese equity markets using the Copula approach. ...