The asymmetric effects of official interest rate changes on China's stock market during different market regimes
Year of publication: |
2015
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Authors: | Lv, Xin ; Dong, Weijia ; Fang, Fang |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 51.2015, 4, p. 826-841
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Subject: | China's stock market | cumulative abnormal returns (CARs) | Markov regime-switching model | official interest rate | China | Aktienmarkt | Stock market | Zins | Interest rate | Kapitaleinkommen | Capital income | Geldpolitik | Monetary policy |
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