The comovement and causality between stock market cycle and business cycle in China : evidence from a wavelet analysis
Deng-Kui Si, Xi-Hua Liu, Xianli Kong
| Year of publication: |
2019
|
|---|---|
| Authors: | Si, Dengkui ; Liu, Xi-Hua ; Kong, Xianli |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 83.2019, p. 17-30
|
| Subject: | Business cycle | Frequency variation | Stock market cycle | Time variation | Wavelet analysis | Konjunktur | China | Zustandsraummodell | State space model | Aktienmarkt | Stock market | Korrelation | Correlation | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Schätzung | Estimation | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.10.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012204412