An Empirical Research of RMB Exchange Rate and China Stock Market Return
碩士 === 嶺東科技大學 === 財務金融系碩士班 === 104 === The study adopted GARCH model to investigate the return and risk transmission effect between RMB exchange rate and the stock returns of Shanghai and Shenzhen stock markets in China. The study period is from 2006 to 2016. The empirical results of AR-GARCH model...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49270843099859201565 |