Evaluating time-varying granger causality between US-China political relation changes and China stock market
Yifei Cai, Hao-Wen Chang, Tsangyao Chang
| Year of publication: |
2023
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|---|---|
| Authors: | Cai, Yifei ; Chang, Hao Wen ; Chang, Tsangyao |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 55.2023, 1, p. 1-6
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| Subject: | Bootstrapping | Causality | China's stock market | Rolling-window technique | US-China political relation | China | Aktienmarkt | Stock market | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Internationale Wirtschaftsbeziehungen | International economic relations |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103918 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473301