Page 1. 1 Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China … This study employs a GARCH model to investigate the effects of interest rate and foreign exchange rate changes on Chinese banks' stock returns …
CITATION STYLE
Meng, X., & Deng, X. (2013). Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China. Multinational Finance Journal, 17(1/2), 77–106. https://doi.org/10.17578/17-1/2-3
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