The analysis of the impact of Shenzhen-Hong Kong stock connect on the stock market co-movement between the mainland and Hong Kong–based on the GARCH-Copula model

Zhang, Xunjun; Liu, Yucan

doi:10.1201/9781003203704-14

Economic and Business Management 2022

DOI: 10.1201/9781003203704-14

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The analysis of the impact of Shenzhen-Hong Kong stock connect on the stock market co-movement between the mainland and Hong Kong–based on the GARCH-Copula model

Xunjun Zhang¹,

Yucan Liu²

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The analysis of the impact of Shenzhen-Hong Kong stock connect on the stock market co-movement between the mainland and Hong Kong–based on the GARCH-Copula model

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