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A Comparative Study on Return Spillovers in the Stock Markets of Korea, China and Japan
Zishuai Yang(양자수),Shengliang Zhao(조생량),Jin Soo Lee(이진수),Tae-Yeong Choi(최태영) 동북아시아문화학회 2015 동북아시아문화학회 국제학술대회 발표자료집 Vol.2015 No.11
Using generalized spillover definition and measurements developed by Diebold and Yilmaz (2012, 2009), we aim to compare the characteristics of daily return spillovers in the stock markets of Korea, China and Japan. From a static full-sample analysis, we find that only 11.5% of forecast error variance comes from return spillovers under time-invariant assumption. From a dynamic rolling-sample analysis, we find that total return spillovers were relatively small until the outbreak of Asian Financial Crisis (1998-1999). However, they became more volatile during the U.S. Credit Crisis (2008-2009), and ongoing European Debt Crisis (2012-present). These findings might help both individual and institutional investors construct well-diversified global portfolios to considerably increase their diversification benefit.
Shiliang Wang,Hua Zhong,Meijuan Lu,Guohua Song,Xiaomei Zhang,Min Lin,Shengliang Yang,Mincai Qian 대한신경정신의학회 2018 PSYCHIATRY INVESTIGATION Vol.15 No.8
Objective_The pathogenesis of depression is not fully understood yet, but studies have suggested higher circulating C reactive protein (CRP) level might relate to depression occurrence. However, due to high variability of patients’ individual condition, the results to date are inconsistent. Considering CRP single-nucleotide polymorphisms (SNPs) could also regulate plasma CRP levels, in the present study, we hypothesized that inherited CRP allelic variations may co-vary with depressive symptomatology. Methods_We recruited 60 depression patients with family depression history and 60 healthy control volunteers into this project. We detected circulation CRP level as well as genome CRP SNPs from participants of this project. Results_We have found a significantly higher circulating CRP level in patients with a positive family history. Furthermore, we also identified some certain inherited CRP SNPs (A allele in rs1417938 and C allele in rs1205) could up regulate serum CRP level and distributed more in depression patients with family history. Conclusion_Our finding may raise new evidence that genetically increased serum CRP level through SNPs variation is likely to induce family inherited depression.