The Dynamic Relationship between Macroeconomy and Stock Market in China: Evidence from Bayesian Network.
Yue LiuHaoyuan FengKun GuoPublished in: Complex. (2021)
Keyphrases
- stock market
- listed companies
- bayesian networks
- monetary policy
- stock price
- short term
- stock trading
- chinese stock market
- stock index futures
- stock exchange
- financial data
- financial time series
- financial markets
- stock data
- trading rules
- technical indicators
- stock returns
- probabilistic model
- garch model
- non stationary
- data mining
- financial news