China not sheltered from subprime

imf-hq

China's stock market is not immune to the crisis in subprime mortgages in the United States, new research from the International Monetary Fund reveals.

The analysis looks at evidence from stock markets to investigate the spillovers from American financial markets to that of mainland China and Hong Kong during the subprime crisis.

The research shows that Hong Kong's equity returns have exhibited more significant price and volatility spillovers from the United States than China's returns, and past

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@centralbanking.com or view our subscription options here: http://subscriptions.centralbanking.com/subscribe

You are currently unable to copy this content. Please contact info@centralbanking.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Central Banking? View our subscription options

Register for Central Banking

All fields are mandatory unless otherwise highlighted

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account

.