Is it China that leads the Asian stock market contagion in 2015
APPLIED ECONOMICS LETTERS（2018）
摘要
This article examines the influence of China B-share aggregates on major Asian stock market aggregates during 2015 China crash. Results indicate the China market shows strong negative impact and is highly responsible for leading most markets down during the crash.
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关键词
Stock market crash,historical decomposition,LiNGAM algorithm,China,C32,G14
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