Dynamic dependence structure between Chinese stock market returns and RMB exchange rates
Rong Li, Zongyi Hu, Sufang Li, and Keming Yu
| Year of publication: |
2019
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|---|---|
| Authors: | Li, Rong ; Hu, Zongyi ; Li, Sufang ; Yu, Keming |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 55.2019, 15, p. 3553-3574
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| Subject: | Chinese stock market | copula | dynamic dependence | exchange rate market | GARCH | JEL classification | China | Wechselkurs | Exchange rate | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Multivariate Verteilung | Multivariate distribution | Renminbi | ARCH-Modell | ARCH model | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2019.1624522 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012211176