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
Author:
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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