SHIBOR fluctuations and stock market liquidity : an MF-DCCA approach
Year of publication: |
2022
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Authors: | Yuan, Xuemei ; Sun, Yihong ; Lu, Xinsheng |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 7, p. 2050-2065
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Subject: | COVID-19 | MF-DCCA | monetary policy transmission | SHIBOR fluctuations | stock market liquidity | Aktienmarkt | Stock market | Liquidität | Liquidity | Coronavirus | Geldpolitische Transmission | Monetary transmission | Geldpolitik | Monetary policy | Volatilität | Volatility | Marktliquidität | Market liquidity |
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