{"id":"https://openalex.org/W3194979902","doi":"https://doi.org/10.1145/3473714.3473804","title":"Does Free Trade Agreement Influence the Volatility Spillover between Stock Markets of China and Australia","display_name":"Does Free Trade Agreement Influence the Volatility Spillover between Stock Markets of China and Australia","publication_year":2021,"publication_date":"2021-06-18","ids":{"openalex":"https://openalex.org/W3194979902","doi":"https://doi.org/10.1145/3473714.3473804","mag":"3194979902"},"language":"en","primary_location":{"id":"doi:10.1145/3473714.3473804","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3473714.3473804","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2021 1st International Conference on Control and Intelligent Robotics","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5103118900","display_name":"Zhenyu Wu","orcid":"https://orcid.org/0000-0002-4283-4658"},"institutions":[{"id":"https://openalex.org/I113940042","display_name":"Shanghai University","ror":"https://ror.org/006teas31","country_code":"CN","type":"education","lineage":["https://openalex.org/I113940042"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhenyu Wu","raw_affiliation_strings":["SILC Business School, Shanghai University, Shanghai, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"SILC Business School, Shanghai University, Shanghai, China","institution_ids":["https://openalex.org/I113940042"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5069157403","display_name":"Yangkai Guo","orcid":null},"institutions":[{"id":"https://openalex.org/I113940042","display_name":"Shanghai University","ror":"https://ror.org/006teas31","country_code":"CN","type":"education","lineage":["https://openalex.org/I113940042"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yangkai Guo","raw_affiliation_strings":["SILC Business School, Shanghai University, Shanghai, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"SILC Business School, Shanghai University, Shanghai, China","institution_ids":["https://openalex.org/I113940042"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I113940042"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":"11","issue":null,"first_page":"517","last_page":"523"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.996399998664856,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.996399998664856,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9764000177383423,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9713000059127808,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/spillover-effect","display_name":"Spillover effect","score":0.7372980117797852},{"id":"https://openalex.org/keywords/china","display_name":"China","score":0.706052303314209},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.6126507520675659},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.5963777899742126},{"id":"https://openalex.org/keywords/free-trade-agreement","display_name":"Free trade agreement","score":0.5887207984924316},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5632036328315735},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.558407187461853},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.4999275207519531},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.49736884236335754},{"id":"https://openalex.org/keywords/international-economics","display_name":"International economics","score":0.49443769454956055},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.45891910791397095},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4108927249908447},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3320434093475342},{"id":"https://openalex.org/keywords/international-trade","display_name":"International trade","score":0.3273181915283203},{"id":"https://openalex.org/keywords/free-trade","display_name":"Free trade","score":0.24671924114227295},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.17311352491378784},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.14951160550117493},{"id":"https://openalex.org/keywords/macroeconomics","display_name":"Macroeconomics","score":0.12061315774917603}],"concepts":[{"id":"https://openalex.org/C55527203","wikidata":"https://www.wikidata.org/wiki/Q334194","display_name":"Spillover effect","level":2,"score":0.7372980117797852},{"id":"https://openalex.org/C191935318","wikidata":"https://www.wikidata.org/wiki/Q148","display_name":"China","level":2,"score":0.706052303314209},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.6126507520675659},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5963777899742126},{"id":"https://openalex.org/C2993512723","wikidata":"https://www.wikidata.org/wiki/Q3536928","display_name":"Free trade agreement","level":3,"score":0.5887207984924316},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5632036328315735},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.558407187461853},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4999275207519531},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.49736884236335754},{"id":"https://openalex.org/C18547055","wikidata":"https://www.wikidata.org/wiki/Q47417","display_name":"International economics","level":1,"score":0.49443769454956055},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.45891910791397095},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4108927249908447},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3320434093475342},{"id":"https://openalex.org/C155202549","wikidata":"https://www.wikidata.org/wiki/Q178803","display_name":"International trade","level":1,"score":0.3273181915283203},{"id":"https://openalex.org/C35532855","wikidata":"https://www.wikidata.org/wiki/Q200435","display_name":"Free trade","level":2,"score":0.24671924114227295},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.17311352491378784},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.14951160550117493},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.12061315774917603},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3473714.3473804","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3473714.3473804","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2021 1st International Conference on Control and Intelligent Robotics","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Partnerships for the goals","score":0.5699999928474426,"id":"https://metadata.un.org/sdg/17"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":5,"referenced_works":["https://openalex.org/W1533863187","https://openalex.org/W1784708412","https://openalex.org/W1941912606","https://openalex.org/W1983649807","https://openalex.org/W2149908462"],"related_works":["https://openalex.org/W2990652064","https://openalex.org/W3123122373","https://openalex.org/W4386639254","https://openalex.org/W2645942849","https://openalex.org/W2360554747","https://openalex.org/W3134659362","https://openalex.org/W3208509893","https://openalex.org/W2611464132","https://openalex.org/W2900839628","https://openalex.org/W2363401122"],"abstract_inverted_index":{"After":[0],"prolonged":[1],"negotiations,":[2],"China":[3,41,69,164],"and":[4,37,42,70,78,95,104,119,143,165,177],"Australia":[5,71,96],"eventually":[6],"signed":[7],"a":[8,125],"free":[9],"trade":[10,38,176],"agreement":[11,18],"(FTA)":[12],"on":[13,23],"June":[14],"17th,":[15],"2015.":[16,26],"The":[17],"was":[19],"put":[20],"into":[21],"effect":[22],"December":[24],"20th,":[25],"Not":[27],"only":[28],"does":[29],"the":[30,49,55,61,65,80,83,91,115,121,140,151,154,158,179],"FTA":[31,155],"create":[32],"more":[33],"opportunities":[34],"for":[35],"economic":[36,180],"cooperation":[39],"between":[40,54,68,100,163],"Australia,":[43],"but":[44],"also":[45],"it":[46],"contributes":[47],"to":[48,113,138],"development":[50,181],"of":[51,64,82,128,153,160,182],"financial":[52],"interaction":[53],"two":[56,129],"countries.":[57],"This":[58,85],"paper":[59],"investigates":[60],"interactive":[62],"mechanism":[63],"stock":[66,130,172],"market":[67,131,161],"by":[72,135],"comparing":[73],"volatility":[74],"spillover":[75],"effects":[76],"before":[77,118],"after":[79,120],"signing":[81,152],"FTA.":[84],"pa":[86],"per":[87],"utilizes":[88],"data":[89],"from":[90],"Shanghai-Shenzhen":[92],"300":[93,98],"index":[94,99],"S&P":[97],"August":[101],"1st,":[102],"2013":[103],"March":[105],"31st,":[106],"2018.":[107],"A":[108],"GARCH-BEKK":[109],"model":[110],"is":[111],"constructed":[112],"detect":[114,139],"transmission":[116],"direction":[117],"FTA,":[122],"respectively.":[123,146],"Afterwards,":[124],"time":[126],"series":[127],"indices":[132],"are":[133],"processed":[134],"wavelet":[136],"multiresolution":[137],"long-term,":[141],"medium-term,":[142],"short-term":[144],"effect,":[145],"Empirical":[147],"results":[148],"find":[149],"that":[150],"has":[156],"increased":[157],"level":[159],"correlation":[162],"Australia.":[166],"Government":[167],"policy":[168],"can":[169],"effectively":[170],"influence":[171],"markets":[173],"through":[174],"international":[175],"promote":[178],"both":[183],"parties.":[184]},"counts_by_year":[],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
