Estimation on Dynamic Correlations Among Foreign Reserve Growing, Liquidity Shock and Stock Market Fluctuation in China.
Yongmao WangPublished in: BWCCA (2014)
Keyphrases
- stock market
- listed companies
- financial markets
- portfolio optimization
- monetary policy
- short term
- stock price
- stock exchange
- chinese stock market
- financial time series
- trading rules
- stock data
- financial data
- stock index futures
- stock trading
- stock returns
- financial news
- long term
- technical indicators
- trading strategies
- neural network
- garch model
- investment strategies