Keyphrases
- monetary policy
- empirical evidence
- financial markets
- stock market
- exchange rate
- stock price
- stock index futures
- garch model
- short term
- stock exchange
- portfolio optimization
- portfolio selection
- stock returns
- financial time series
- chinese stock market
- financial data
- trading systems
- decision making
- investment strategies
- financial crisis
- driving forces
- long run
- information technology