Stock Market Performance and Exchange Rate: Evidence from China

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Stock Market Performance and Exchange Rate: Evidence from China

The main trend of the Chinese economic developments could be summarized as the increasing international cooperation and trading competition in recent years, leading to much higher volatilities in both capital market and foreign exchange market, which caused increasing risks in terms of economic deve...

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Bibliographic Details
Main Author:	Kang, Rui-yang
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2020
Subjects:	the VAR Model the BEKK-GARCH Model the RMB Exchange Rate the Stock Market Performance and the spill-over effects.
Online Access:	https://eprints.nottingham.ac.uk/66391/

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