Essays about: "variance decompositions VDCs"
Found 1 essay containing the words variance decompositions VDCs.
-
1. The Efficiency of the Chinese Stock Market with Respect to Monetary Policy
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Due to the bull stock market in China, the efficiency of the Chinese stock market has been one of the hot topics. Because monetary policy plays an important role in Chinese economy and there is a close relationship between stock returns and monetary policy, I test the efficient market hypothesis (EMH) for the Chinese stock market with respect to monetary policy. READ MORE
Result pages:
1