聪明人和傻子和奴才Exchange rate and Chine financial market: Variance decomposition under vector
autoregression approach
期刊名称： Cogent Economics & Finance
国庆节英语手抄报内容
作者： Shweta Ahalawat,Archana Patro,Steve Cook,Caroline Elliott,David怎么提高英语成绩
aries>迁徙自由
McMillan,Duncan Watson,Xibin Zhang各国留学费用
年份： 2019年如何美白全身皮肤>星期四用英语怎么说
关键词： vector autoregression;China;impul respon function;stock market variance decomposition;exchange rate;VAR Granger causality
摘要：The foremost objective of the manuscript is to predict dynamic behaviour of economic and financial time exchange rate and price of stock market in China and also to determine if there is a interrelation between the two. Monthly time ries data of 10脗 years have been taken, from
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January 2009 to December 2018 (post-financial crisis of 2008). The unit root test, variance decomposition under vector autoregressive (VAR) approach, impul respon function and Granger causality under VAR environment have been smeared to infer the long and short-run statistical dynamics. The outcomes of vector autoregression approach depict that the two variables have positive impact and are statistically significant in the short run. There is no long-run association and causal relation between the exchange rate and Chine financial market.
onenightstand内容由中国教育图书进出口有限公司引进
