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...
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2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49270843099859201565 |
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ndltd-TW-104LTC003040092016-06-20T04:16:20Z http://ndltd.ncl.edu.tw/handle/49270843099859201565 An Empirical Research of RMB Exchange Rate and China Stock Market Return 人民幣匯率波動與中國股市報酬 之實證研究 LIN, CHENG-HO 林正和 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 indicate that the stock return of Shenzhen stock market is influenced by RMB exchange rate more than the stock returns of Shanghai stock market. Yang, Yung-Lieh 楊永列 2016 學位論文 ; thesis 48 zh-TW |
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NDLTD |
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zh-TW |
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Others
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NDLTD |
| description |
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 indicate that the stock return of Shenzhen stock market is influenced by RMB exchange rate more than the stock returns of Shanghai stock market.
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| author2 |
Yang, Yung-Lieh |
| author_facet |
Yang, Yung-Lieh LIN, CHENG-HO 林正和 |
| author |
LIN, CHENG-HO 林正和 |
| spellingShingle |
LIN, CHENG-HO 林正和 An Empirical Research of RMB Exchange Rate and China Stock Market Return |
| author_sort |
LIN, CHENG-HO |
| title |
An Empirical Research of RMB Exchange Rate and China Stock Market Return |
| title_short |
An Empirical Research of RMB Exchange Rate and China Stock Market Return |
| title_full |
An Empirical Research of RMB Exchange Rate and China Stock Market Return |
| title_fullStr |
An Empirical Research of RMB Exchange Rate and China Stock Market Return |
| title_full_unstemmed |
An Empirical Research of RMB Exchange Rate and China Stock Market Return |
| title_sort |
empirical research of rmb exchange rate and china stock market return |
| publishDate |
2016 |
| url |
http://ndltd.ncl.edu.tw/handle/49270843099859201565 |
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