Linkage Effect Between the Index of Stock Market Industry Sectors and RMB Exchange Rate

被引：0

作者：

Li Shuxuan ^{[1
]}

机构：

[1] Shandong Univ, Weihai 264209, Peoples R China

来源：

2015 3RD INTERNATIONAL CONFERENCE ON ADVANCES IN SOCIAL SCIENCE, HUMANITIES, AND MANAGEMENT, ASSHM 2015 | 2015年

关键词：

wavelet analysis; RMB exchange rate; industry stock; linkage effect;

D O I：

暂无

中图分类号：

C [社会科学总论];

学科分类号：

03 ; 0303 ;

摘要：

By using the research methods of combination of wavelet analysis and multivariate GARCH - BEKK mode to measure the fluctuation correlation and linkage effect between the Chinese strategic emerging industries plate and stock index. The empirical results show that the index between the RMB exchange rate and information technology and the biomedical sector all have different extent and cycle properties interaction effect,

引用

页码：1985 / 1994

页数：10