Showing 1 - 10 of 166
The recent increase in Chinese house prices has led to concerns that China is vulnerable to asset price shocks. In this … disconnected from fundamentals. Thus, the evidence for speculative house price bubbles in China is in general weak. …
Persistent link: https://www.econbiz.de/10011135905
The recent increase in Chinese house prices has led to concerns that China is vulnerable to asset price shocks. In this … disconnected from fundamentals. Thus, the evidence for speculative house price bubbles in China is in general weak. …
Persistent link: https://www.econbiz.de/10010611607
The recent increase in Chinese house prices has led to concerns that China is vulnerable to asset price shocks. In this … disconnected from fundamentals. Thus, the evidence for speculative house price bubbles in China is in general weak. …
Persistent link: https://www.econbiz.de/10012148682
The recent increase in Chinese house prices has led to concerns that China is vulnerable to asset price shocks. In this … disconnected from fundamentals. Thus, the evidence for speculative house price bubbles in China is in general weak …
Persistent link: https://www.econbiz.de/10013065067
We present a new composite leading indicator of economic activity in mainland China, estimated using a dynamic factor …
Persistent link: https://www.econbiz.de/10005823523
We present a new composite leading indicator of economic activity in mainland China, estimated using a dynamic factor …
Persistent link: https://www.econbiz.de/10005823531
This paper uses multivariate GARCH techniques to study volatility spillovers between the Chinese non-deliverable forward market and seven of its Asia-Pacific counterparts over the period January 1998 to March 2005. To account for the time-variability of conditional correlation, a dynamic...
Persistent link: https://www.econbiz.de/10005823534
On 21 July 2005 China adopted an undisclosed basket exchange rate regime. We formally assess and envisage the gradual …
Persistent link: https://www.econbiz.de/10005823536
This paper uses multivariate GARCH techniques to study volatility spillovers between the Chinese non-deliverable forward market and seven of its Asia-Pacific counterparts over the period January 1998 to March 2005. To account for the time-variability of conditional correlation, a dynamic...
Persistent link: https://www.econbiz.de/10005419581
We present a new composite leading indicator of economic activity in mainland China, es-timated using a dynamic factor …
Persistent link: https://www.econbiz.de/10005419594