Long, Shaobo; Zhang, Mengxue; Li, Keaobo; Wu, Shuyu - In: Financial innovation : FIN 7 (2021), pp. 1-21
global commodity prices on China's stock prices. Our findings show that without considering the critical variable of global … coefficient of the RMB exchange rate is not statistically significant. However, when we introduce global commodity prices into the … exists a long-run cointegration relationship among the RMB exchange rate, global commodity prices, and stock prices in the …