Static Correlation | AH stock index | Cosco Shipping Holding | Cosco Shipping Energy | Cosco Shipping Development | ||||
2008 | 0.6216 | 0.6521 | 0.6178 | 0.3004 | ||||
2018 | 0.8392 | 0.7875 | 0.7649 | 0.7095 | ||||
Risk Spillover Effects | A→H | H→A | A→H | H→A | A→H | H→A | A→H | H→A |
2008 | 0.27 | 0.01 | −0.02 | 0.26 | 0.02 | 0.21 | −0.05 | 0.11 |
2018 | 0.04 | 0.07 | 0.12 | −0.08 | 0.00 | 0.12 | 0.22 | 0.00 |