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Research on the Impact of RMB Exchange Rate Fluctuation on Chinese Stock Market——From the Perspective of Index

  • Chengdong X
International Journal of Economics, Finance and Management Sciences (2015) 3(5) 641
DOI: 10.11648/j.ijefm.20150305.40
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Abstract

… Research on the Impact of Exchange Rate Fluctuation on Stock Market——From the … Keywords: Exchange Rate Movements, Sector Index, Johansen, Granger … 等（1988） 实证发现存在着股价 变动对汇率变动的单向因果关系。台 湾的Sheng-yung Yang等（2004）用EGARCH模型对G7 …

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APA

Chengdong, X. (2015). Research on the Impact of RMB Exchange Rate Fluctuation on Chinese Stock Market——From the Perspective of Index. International Journal of Economics, Finance and Management Sciences, 3(5), 641. https://doi.org/10.11648/j.ijefm.20150305.40

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