The relationships between Shanghai stock market and CNY/USD exchange rate: New evidence based on cross-correlation analysis, structural cointegration and nonlinear causality test-Reference-Cited by-同舟云学术

The relationships between Shanghai stock market and CNY/USD exchange rate: New evidence based on cross-correlation analysis, structural cointegration and nonlinear causality test

Published:2012-12 Issue:23 Volume:391 Page:6051-6059
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Liu Li,Wan Jieqiu

Funder

Postgraduate Research and Innovation Plan of Jiangsu Province

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference27 articles.

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5. Dynamic relationship between exchange rate and stock price: evidence from China;Zhao;Research in International Business and Finance,2010

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