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Fei, Ren ; Li-Xin, Zhong ; Mei-Ling, Cai ; Sai-Ping, Li ; Zhang-Hangjian, Chen. (2021) Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks.
In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000784.

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cites:

Lu, X. ; Zhao, Y.Y. Study on the dynamic linkage among stock prices of Shanghai, Shenzhen and Hong Kong stock market: The new evidence from tri-var-gjr-garch-dcc model. 2012 Economic Review. 97-107

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