Is There a Causal Relationship between China's Economic Policy Uncertainty (EPU) and Stock Market Volatility?
Mian WuPublished in: IPEC (2021)
Keyphrases
- stock market
- monetary policy
- listed companies
- stock price
- stock index futures
- chinese stock market
- garch model
- market prices
- short term
- financial time series
- stock exchange
- trading rules
- financial data
- stock index
- stock returns
- trading strategies
- stock market data
- stock trading
- developed countries
- stock data
- financial news
- financial markets
- economic development
- financial crisis
- technical indicators
- portfolio optimization
- robust optimization
- optimal policy