Relationship between Stock Market and Exchange Rate Intervention: Evidence from China
Abstract In China, the central bank has always been cautious about the operation of China's foreign exchange market, and government intervention in the exchange rate market has always existed. This dissertation focuses on the characteristics of the volatility spillover effect and mean spillove...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2021
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| Online Access: | https://eprints.nottingham.ac.uk/66474/ |