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Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets

, , and . Quantitative Finance, 7 (6): 651--667 (2007)

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Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets, , and . Quantitative Finance, 7 (6): 651--667 (2007)Dynamic correlation analysis of financial contagion: Evidence from Asian markets, , and . Journal of International Money and Finance, 26 (7): 1206--1228 (November 2007)Time series dynamics of short-term interest rates: evidence from Eurocurrency markets. Journal of International Financial Markets, Institutions and Money, 7 (3): 201--220 (October 1997)International asset pricing and equity market risk. Journal of International Money and Finance, 10 (3): 349--364 (September 1991)