Dynamic Linkages between Stock Market Volatility and Macroeconomic Variables: Empirical Evidence Based on China.
Zhaoxu ChenJun XuPublished in: BIFE (2009)
Keyphrases
- stock market
- monetary policy
- stock returns
- listed companies
- chinese stock market
- stock price
- short term
- financial time series
- stock index futures
- garch model
- stock exchange
- financial data
- trading rules
- stock trading
- stock data
- financial markets
- portfolio optimization
- technical indicators
- stock market data
- financial news
- long term
- neural network