Linkages Between Chinese Stock Price Index and Exchange Rates-An Evidence From the Belt and Road Initiative.
Jiahong YuanXiaoyu LiYan ShiFelix T. S. ChanJunhu RuanYuchun ZhuPublished in: IEEE Access (2020)
Keyphrases
- stock price
- exchange rate
- chinese stock market
- stock market
- stock exchange
- non stationary
- foreign exchange
- stock returns
- financial markets
- historical data
- option pricing
- news articles
- short run
- stock price prediction
- financial time series
- technical indicators
- currency exchange
- financial data
- risk aversion
- stock data
- financial crisis
- investment strategies
- portfolio optimization
- dynamic response
- action recognition
- databases