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Research on the dynamic spillover of stock markets under COVID-19-Taking the stock markets of China, Japan, and South Korea as an example.
Zhou, Baicheng; Yin, Qingshu; Wang, Shu; Li, Tianye.
  • Zhou B; School of Economics, Jilin University, Changchun, China.
  • Yin Q; School of Business, Changchun Guanghua University, Changchun, China.
  • Wang S; School of Economics, Jilin University, Changchun, China.
  • Li T; School of Economics, Jilin University, Changchun, China.
Front Public Health ; 10: 1008348, 2022.
Article in English | MEDLINE | ID: covidwho-2142342
ABSTRACT
Examining stock market interactions between China (mainland China and Hong Kong), Japan, and South Korea, this study employs a framework that includes 239 economic variables to identify the spillover effects among these three countries, and empirically simulates the dynamic time-varying non-linear relationship between the stock markets of different countries. The findings are that in recent decades, China's stock market relied on Hong Kong's as a window to the exchange of price information with Japan and South Korea. More recently, the China stock market's spillover effect on East Asia has expanded. The spread of the crisis has strengthened co-movement between the stock markets of China, Japan, and South Korea.
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Full text: Available Collection: International databases Database: MEDLINE Main subject: COVID-19 Type of study: Observational study Limits: Humans Country/Region as subject: Asia Language: English Journal: Front Public Health Year: 2022 Document Type: Article Affiliation country: Fpubh.2022.1008348

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Full text: Available Collection: International databases Database: MEDLINE Main subject: COVID-19 Type of study: Observational study Limits: Humans Country/Region as subject: Asia Language: English Journal: Front Public Health Year: 2022 Document Type: Article Affiliation country: Fpubh.2022.1008348