Dynamic relationship between the stock market and macroeconomy in China (1995-2018) : new evidence from the continuous wavelet analysis
Rui Wang, Lianfa Li
| Year of publication: |
2020
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|---|---|
| Authors: | Wang, Rui ; Li, Lianfa |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 33.2020, 1,1, p. 521-539
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| Subject: | China | continuous wavelet analysis | macroeconomy | Stock market | time-frequency domain | Aktienmarkt | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2020.1716264 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013173532