The impact of people’s bank of China’s policies on Chinese stock market volatility

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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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Bibliographic Details
Main Author:	Wang, Zian
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2024
Online Access:	https://eprints.nottingham.ac.uk/76094/

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