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ID100260
Title ProperChina's financial market integration with the world
LanguageENG
AuthorJohansson, Anders C
Publication2010.
Summary / Abstract (Note)It is commonly argued that China's financial markets are effectively insulated from the rest of the world. To see if this is true, and to better understand China's financial development, we analyse China's integration with major financial markets. Using conditional copulas, we show that China has experienced an increasing level of integration with several major financial markets during the last decade, albeit at a slow pace and from very low levels. Furthermore, the level of integration has increased with several major markets during the global financial crisis. The results and possible reasons for the increasing integration are analysed and the implications for policymakers and market participants are discussed.
`In' analytical NoteJournal of Chinese Economics and Business Studies Vol. 8, No. 3; Aug 2010: p.293 - 314
Journal SourceJournal of Chinese Economics and Business Studies Vol. 8, No. 3; Aug 2010: p.293 - 314
Key WordsChina ;  Financial Market Integration ;  Co - Dependence ;  Copula