Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China : a DCC-MIDAS-X approach considering structural breaks
Youlin Xiong, Jun Shen, Seong-Min Yoon, Xiyong Dong
| Year of publication: |
2024
|
|---|---|
| Authors: | Xiong, Youlin ; Shen, Jun ; Yoon, Seong-min ; Dong, Xiyong |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 61.2024, Art.-No. 105020, p. 1-11
|
| Subject: | DCC-MIDAS-X | Exchange rate | Hedging effectiveness | Stock market | Structural break | Aktienmarkt | China | Strukturbruch | Wechselkurs | Hedging | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490845