Essays about: "Zhe Zeng"
Found 1 essay containing the words Zhe Zeng.
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1. THE RELATIONSHIP BETWEEN MACROECONOMIC VARIABLES AND THE CHINESE STOCK MARKET-AN APPLICATION OF VECTOR ERROR CORRECTION MODEL
University essay from Uppsala universitet/Statistiska institutionenAbstract : Using Johansen's vector error correction model, this paper investigates the long-term equilibrium between stock price and six selected macroeconomic variables in China. On testing different VECM models, we find that there is no long-term equilibrium between stock price and 6 macroeconomic variables, although there may exist long-term equilibrium among macroeconomic variables themselves. READ MORE
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