Exploring the Transmission of Market Volatility between the US and Mainland China Stock Markets
DOI:
https://doi.org/10.54097/fbem.v11i2.12560Keywords:
Stock market, Extreme event, Stock market fluctuation.Abstract
This study investigates the transmission of market volatility between the United States and Mainland China stock markets, particularly in the context of extreme events like the 2007 subprime mortgage crisis and the 2020 COVID-19 pandemic. It underscores the increasing interdependence between these markets and the role of government intervention and regulation in shaping their development. This research offers valuable insights for stakeholders, including regulators, policymakers, and investors, as they navigate the complex landscape of systemic financial risks arising from the interconnectedness of these two major financial markets.
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