Zhao, Xuan and Xu, Shengyu (2019) A Study on the Linkage of Shanghai, Shenzhen, and Hong Kong Stock Markets in the Context of the COVID-19. In: Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China.
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Abstract
In this paper, we use the representative stock indices of Shanghai, Shenzhen, and Hongkong as the research objects and the daily closing prices of stock indices from January 2, 2019, to January 20, 2021, as the sample data, and employ Granger causality tests, impulse response function analysis and t
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:02 |
| Last Modified: | 17 Apr 2026 03:47 |
| URI: | http://eprints.eai.eu/id/eprint/41997 |
