Research on The Volatility Spillover Effect among Foreign Exchange Market Stock Market and Bond Market in China: Based on VS-MSV and CoVaR Models.
Shu-Zhen ZhuJin WuZhi-Peng LiPublished in: ICITEE (2019)
Keyphrases
- stock market
- foreign exchange
- chinese stock market
- garch model
- stock returns
- exchange rate
- listed companies
- stock price
- short term
- technical indicators
- stock exchange
- financial markets
- financial data
- financial time series
- monetary policy
- trading rules
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- market prices
- stock index futures
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- early warning
- cross sectional
- knowledge discovery
- financial news
- long term
- portfolio optimization
- investment strategies