The linkage effect between the index of stock market industry sectors and RMB exchange rate

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.

关键词： wavelet analysis RMB exchange rate industry stock linkage effect

作者: Shuxuan Li

作者单位: Shandong University(Weihai),Weihai City,Shandong Province

会议类型: 国内会议

会议名称: China Marketing International Conference 2015 (2015中国市场营销国际学术年会)

会议地点: 西安

会议语种:英文

页码: 372-378

在线出版日期: 2015-07-24（万方平台首次上网日期，不代表论文的发表时间）