The 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, Weihai City, Shandong, Peoples R China

来源：

PROCEEDINGS OF 2015 CHINA MARKETING INTERNATIONAL CONFERENCE: BIG DATA, CULTURAL DIFFERENCE AND MARKETING | 2015年

关键词：

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

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

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：372 / 378

页数：7