Time-Varying Effects of Changes in the Interest Rate and the RMB Exchange Rate on the Stock Market of China: Evidence from the Long-Memory TVP-VAR Model-Reference-Cited by-同舟云学术

Time-Varying Effects of Changes in the Interest Rate and the RMB Exchange Rate on the Stock Market of China: Evidence from the Long-Memory TVP-VAR Model

Published:2012-07 Issue:sup2 Volume:48 Page:230-248
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Cao Guangxi¹

Affiliation:

1. a School of Economics and Management, Nanjing University of Information Science and Technology

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.2753/REE1540-496X48S213

Reference50 articles.

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3. Investigating the Relationship Between Stock Market Returns and Macroeconomic Variables: Evidence from Developed and Emerging Markets;M. Al-Jafari;International Research Journal of Finance and Economics,2011

4. Statistical Physics in Foreign Exchange Currency and Stock Markets;M. Ausloos;Physica A,2000

5. Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates

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