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The cross-border impacts of China’s official rate shocks on stock returns of Chinese concepts shares listed on U.S. market

  • Published:2021-11 Issue: Volume:76 Page:1305-1322
  • ISSN:1059-0560
  • Container-title:International Review of Economics & Finance
  • language:en
  • Short-container-title:International Review of Economics & Finance

Author:

Dong Weijia,Lien Donald,Lv Xin,Tan Chaosheng

Funder

Beijing Municipal Commission of Education

Tsinghua University

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference31 articles.

1. Market response to policy initiatives during the global financial crisis;Aït-Sahalia;Journal of International Economics,2012

2. What explains the stock market’s reaction to federal reserve policy?;Bernanke;The Journal of Finance,2005

3. Cross-border spillover effects of unconventional monetary policies on Swiss asset prices;Bernhard;Journal of International Money and Finance,2017

4. Identifying the interdependence between us monetary policy and the stock market;Bjørnland;Journal of Monetary Economics,2007

5. U.S. unconventional monetary policy and transmission to emerging market economies;Bowman;Journal of International Money and Finance,2015

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Study on the Privatization Decisions of China Concepts Stock Based on the Tax Shield Effect;Journal of Systems Science and Systems Engineering;2023-08-05

2. Monetary Policy, Investor Sentiment, and the Asymmetric Jump Risk of Chinese Stock Market;IEEE Transactions on Computational Social Systems;2023
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