Permanent and Transitory Components in the Chinese Stock Market: The ARJI-Trend Model
Author:
Affiliation:
1. a Department of Finance, Lunghwa University of Science and Technology, Taiwan
2. b Department of Finance, Overseas Chinese Institute of Technology
3. c Department of Banking and Finance, Tamkang University, Taiwan
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.2753/REE1540-496X450303
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3. Would a Relaxation of the Exchange Rate Regime Increase the Independence of Chinese Monetary Policy? Evidence from China;Emerging Markets Finance and Trade;2013-05
4. The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets;Global Finance Journal;2013-01
5. Time Travel Through Asian and Chinese Market Indices;SSRN Electronic Journal;2012
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