Re-study on dynamic connectedness between macroeconomic indicators and the stock market in China
Year of publication: |
2022
|
---|---|
Authors: | Ngo Thai Hung |
Subject: | China | macroeconomic variables | stock market | Wavelet analysis | co-movement | Aktienmarkt | Stock market | Wirtschaftsindikator | Economic indicator | Börsenkurs | Share price | Zustandsraummodell | State space model |
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