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: | LIN, CHENG-HO, 林正和 |
---|---|
Other Authors: | Yang, Yung-Lieh |
Format: | Others |
Language: | zh-TW |
Published: |
2016
|
Online Access: | http://ndltd.ncl.edu.tw/handle/49270843099859201565 |
Similar Items
-
The Transmission Mechanism of Return and Risk from RMB exchange rate and China Stock Market to Taiwan Stock Market
by: Fu-Tsung Hung, et al.
Published: (2016) -
The Impact of RMB/TWD Exchange Rate on Taiwan's Stock Returns
by: Kai-JunWang, et al.
Published: (2016) -
An Empirical Research of the Influence of RMB and TWD Exchange Rate on Asian Stock Markets after the Financial Crisis
by: YEH,FENG-LIN, et al.
Published: (2017) -
The Effect of Exchange Rate Reform of RMB on Equity Return Volatility and Correlation in case of China and Pacific-Basin Stock Markets
by: Hsu, Chia-Hsuan, et al.
Published: (2011) -
The relationship of RMB exchange rate and stock return on Taiwan market: A case of ETF’s benchmark stock index
by: Chang-Ching CHANG, et al.
Published: (2011)