The Effects of the US-China Trade Dispute on the Asymmetric Volatility in the Stock Market: An Investigation of EGARCH Model Analysis

2020 ◽  
Author(s):  
Siqi Chen ◽  
Jinho Jeong
Keyword(s):  
Stock Market ◽  
Model Analysis ◽  
Asymmetric Volatility ◽  
Trade Dispute ◽  
China Trade ◽  
The Us ◽  
Egarch Model

scholarly journals Which global stock indices trigger stronger contagion risk in the Vietnamese stock market? Evidence using a bivariate analysis

2013 ◽  
Vol 60 (4) ◽  
pp. 473-497 ◽  
Author(s):  
Kuan-Min Wang ◽  
Hung-Cheng Lai
Keyword(s):  
Stock Market ◽  
Stock Markets ◽  
Correlation Coefficients ◽  
Bivariate Analysis ◽  
Contagion Effects ◽  
Daily Data ◽  
The Us ◽  
Egarch Model ◽  
Bivariate Egarch Model ◽  
Contagion Risk

This paper extends recent investigations into risk contagion effects on stock markets to the Vietnamese stock market. Daily data spanning October 9, 2006 to May 3, 2012 are sourced to empirically validate the contagion effects between stock markets in Vietnam, and China, Japan, Singapore, and the US. To facilitate the validation of contagion effects with market-related coefficients, this paper constructs a bivariate EGARCH model of dynamic conditional correlation coefficients. Using the correlation contagion test and Dungey et al.?s (2005) contagion test, we find contagion effects between the Vietnamese and four other stock markets, namely Japan, Singapore, China, and the US. Second, we show that the Japanese stock market causes stronger contagion risk in the Vietnamese stock market compared to the stock markets of China, Singapore, and the US. Finally, we show that the Chinese and US stock markets cause weaker contagion effects in the Vietnamese stock market because of stronger interdependence effects between the former two markets.

Reframing news by different agencies

Babel ◽  
2020 ◽  
Vol 66 (4-5) ◽  
pp. 847-866
Author(s):  
Weixin Zeng
Keyword(s):  
The United States ◽  
Chinese Mainland ◽  
News Reports ◽  
Trade Dispute ◽  
News Agency ◽  
China Trade ◽  
News Agencies ◽  
The Us ◽  
The Media ◽  
News Event

Abstract This study aims to investigate how news reports are reframed and how a stance is in turn mediated in the process of translation by news agencies in the Chinese mainland and Taiwan when they cover the same news event. A database is built from 50 reports on the US-China trade dispute, half from Reference News (RN), a news agency based in Chinese mainland and the other half from Liberty Times (LT), a media outlet in Chinese Taiwan, as well as their corresponding source texts from foreign news agencies. The results show that the reframing practices in the two agencies vary from each other in framing the US-China trade dispute and the image of China and America. The overall pattern of stance shift in the translation by RN is towards a pro-China/anti-US direction while in the translation by LT towards a more anti-China/pro-US direction. These might be caused by the political stance of the news agency, the media environment and the relationship with the United States.

scholarly journals Comparative Advantage and Competitiveness of World Soy Exporter in Respond to Us-China Trade Dispute

10.31355/75 ◽  
2021 ◽  
Vol 5 ◽  
pp. 001-020
Keyword(s):  
Comparative Advantage ◽  
Export Price ◽  
Price Impact ◽  
Agricultural Commodities ◽  
Trade Dispute ◽  
Bric Countries ◽  
China Trade ◽  
The Us ◽  
The World ◽  
Reveal Comparative Advantage

Aim/Purpose: This research identifies China’s agricultural commodities demand on soy and compares the comparative advantage, competitiveness of world soy exporters. Background: The world’s largest agricultural commodities importer-China had bought 10.7 % of world agricultural commodities (US$1,167.2 billion) during year 2017. Studying China’s demand in order to formulate export strategies is crucial especially for BRIC countries. Methodology: Reveal Comparative advantage (RCA), Comparative Advantage above Average (CAaA) and Export Competitive Advantage (XCA) were used in this study. Findings: Analysis shows that Brazil, USA, Argentina, Canada, Paraguay, Uruguay and Ukraine who supply more than 97% of world soy export have better comparative advantage and competitiveness over other soy exporters in the world. Russia and Netherlands are picking up with offering lower export price. Impact on Society: Due to US-China Trade dispute, China has switched soy import and purchase from the US to Brazil. That has caused US$3 billion wealth loss for both countries.

scholarly journals Asia in 2020

Asian Survey ◽  
2021 ◽  
Vol 61 (1) ◽  
pp. 1-10
Author(s):  
Uk Heo
Keyword(s):  
United States ◽  
The United States ◽  
Trade Dispute ◽  
China Trade ◽  
The Us ◽  
The Future ◽  
Asian Economies ◽  
Trade War

The biggest stories of the year 2020 were the COVID-19 pandemic and a trade dispute between the United States and China. The pandemic significantly damaged the Asian economies. The US-China trade war halted after a phase one trade deal and the pandemic, but the future is unclear.

Trade war could threaten domestic consumption in China

2019 ◽  
Keyword(s):  
Rural Areas ◽  
Positive Impact ◽  
Domestic Consumption ◽  
Online Retail ◽  
Content Type ◽  
Large Cities ◽  
Trade Dispute ◽  
China Trade ◽  
Car Market ◽  
The Us

Subject The importance of domestic consumption to China's economy. Significance Consumption contributed 60.5% of the rise in China’s GDP in the January-September period of this year, data released on October 18 show. Vice-Premier Liu He, China’s top economic policy official, argues that the shift towards consumption-driven growth will help minimise the adverse consequences of the US-China trade dispute. It is also key to the success of China’s efforts to rebalance its domestic economy in the longer term. Impacts Online retail has plateaued in the large cities, but rapid growth will continue in smaller cities and rural areas. The potential for further growth of the car market is considerable, despite slowing sales. The positive impact on GDP growth of tax cuts last year is likely to soften by the end of 2019.

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