SHIBOR Fluctuations and Stock Market Liquidity: An MF-DCCA Approach
Author:
Affiliation:
1. Institute of Finance, Shandong Collaborative Innovation Center for Capital Market Innovation and Development, University of Jinan, Jinan, China
2. Economics School, Zhongnan University of Economics and Law, Wuhan, China
Funder
Research Project of Financial Application in Shandong Province
The National Social Science Fund of China
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2021.1954503
Reference23 articles.
1. Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis
2. Macroeconomic cycles and the stock market’s reaction to monetary policy
3. Macroeconomic variables and stock market indices: Asymmetric dynamics in the US and Canada
4. The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence
5. Market Liquidity and Trading Activity
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