Price Discovery in Chinese Stock and Bond Markets around Macroeconomic Announcements
碩士 === 國立中央大學 === 財務金融學系 === 106 === How do returns and volatility respond to macroeconomic announcements in Chinese stock and bond futures and spot markets? This thesis also examines the spillover effects between stock and bond markets around macroeconomics news. This thesis chooses CSI 300 index,...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2018
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/4gj33e |