Essays about: "Shangjie Liu"

Found 2 essays containing the words Shangjie Liu.

1. 1. The dynamic evolution of stock market integration between China, Japan and South Korea. What are the key determinants of regional stock market integration between these countries?

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Heinz Munzinger; Shangjie Liu; [2013]
   Keywords : China; Japan; South Korea; stock market integration; DCC- MGARCH model; bilateral FDI intensity; bilateral trade intensity; interest rate; inflation.; Business and Economics;

   Abstract : This paper investigates the dynamic evolution of the conditional correlation between the stock markets of China, Japan and South Korea by using the DCC-MGARCH model and investigates the key determinants of regional stock market integration by using a linear equation framework. The sample period is from January 1995 until December 2012. READ MORE

3. 2. Comparison of Macroeconomic Factors Explanatory Power Between Chinese and Swedish Stock Market

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Chen Cheng; Shangjie Liu; [2012]
   Keywords : Chinese and Swedish stock market; macroeconomic variables; VAR; impulse responses functions; variance decompositions; Business and Economics;

   Abstract : In order to seek the difference between Chinese and Swedish stock market, this thesis makes a comparison of explanatory power of macroeconomic factors between the stock markets in respective country. The vector autoregressive (VAR) models are implemented to analyze the relationship among the market returns and macroeconomic variables, i.e. READ MORE