The linkage effect between the index of stock market industry sectors and RMB exchange rate
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.
wavelet analysis RMB exchange rate industry stock linkage effect
Shuxuan Li
Shandong University(Weihai),Weihai City,Shandong Province
国内会议
China Marketing International Conference 2015 (2015中国市场营销国际学术年会)
西安
英文
372-378
2015-07-24(万方平台首次上网日期,不代表论文的发表时间)