Now showing items 7-8 of 8

    • Recent macroeconomic stability in China 

      He, Qing; Chen, Haiqiang; 陈海强 (ELSEVIER SCIENCE INC, 2014 Septe)
      The volatility of Chinese GDP growth has been markedly lower since the mid-1990s. We utilize frequency domain and vector autoregression (VAR) methods to investigate the origin of the observed volatility reduction in the ...
    • The dynamic relationship of China's stock markets: A VAR-MGARCH model 

      Liu, Changjiang; 刘长江 (IEEE Computer Society, 2011)
      This is paper tries to study the integration and spillover effect between Shanghai Stock Exchange and New York Stock Exchange. At first, similar to Chow and Lawler (2003), the weekly return and volatility of Shanghai and ...