Exchange rate changes and stock returns in China : a Markov switching SVAR approach [Online resource]
author
Cuestas, Juan Carlos
Tang, Bo
statement of authorship
Juan Carlos Cuestas and Bo Tang
location of publication
Sheffield
publisher
University of Sheffield
year of publication
2015
pages
27 p. : ill
series
Sheffield economic research paper series ; 2015024
url
https://www.sheffield.ac.uk/economics/research/serps/articles/2015_024
subject term
valuutaturg
majandusmudelid
valuuta
subject of location
Hiina
subject of form
võrguväljaanded
keyword
exchange rate changes
stock returns
Markov switching SVAR
Chinese financial market
ISSN
1749-8368
notes
Bibliogr. p. 17-19
TalTech department
majandusanalüüsi ja rahanduse instituut
language
inglise