The impact of people’s bank of China’s policies on Chinese stock market volatility
The COVID-19 pandemic serves as the main backdrop for this article's investigation of how the People's Bank of China's policies affect stock market volatility. This study used the CSI300 and S&P500 stock index data from 2018 to 2023 and the ARCH, GARCH, TGARCH, and EGARCH models t...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2024
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| Online Access: | https://eprints.nottingham.ac.uk/76094/ |