Macroeconomic, Commodity and Real Estate Determinants
of China Stock Market Volatility

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Macroeconomic, Commodity and Real Estate Determinants of China Stock Market Volatility

In this study, the volatility of macroeconomic, commodity price and property price are examined to determine whether they can explain the stock market volatility in China using monthly data from 1999 to 2010. Our empirical results indicate that the volatility of exchange rates, gold prices, and prop...

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Bibliographic Details
Main Author:	Low, Jze Tieng
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2011
Online Access:	https://eprints.nottingham.ac.uk/25493/

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