Guo, Feng; Hu, Jinyan; Jiang, Mingming - In: Economic Modelling 32 (2013) C, pp. 532-538
In this paper, we study the effect of monetary shocks on the Chinese stock market over the period of 2005 to 2011 with the MSVAR–EGARCH model. The evidence suggests that Chinese monetary policies have significantly asymmetric effects on the stock market in different time periods and market...
