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Interest rate and foreign exchange sensitivity of bank stock returns : evidence from China
Meng, Xiangnan; Deng, Xin - In: Multinational finance journal : MF ; quarterly … 17 (2013) 1/2, pp. 77-106
Persistent link: https://www.econbiz.de/10011457662
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Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns : Evidence from China
Meng, Xiangnan - 2014
This study employs a GARCH model to investigate the effects of interest rate and foreign exchange rate changes on Chinese banks' stock returns. The results suggest that market movement and foreign exchange rate changes are statistically significant in explaining banks' stock returns, despite...
Persistent link: https://www.econbiz.de/10013064435
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Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns : Evidence from China
Meng, Xiangnan - 2017
This study employs a GARCH model to investigate the effects of interest rate and foreign exchange rate changes on Chinese banks' stock returns. The results suggest that market movement and foreign exchange rate changes are statistically significant in explaining banks' stock returns, despite...
Persistent link: https://www.econbiz.de/10012971585
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Sterilization, capital mobility and interest rate determination for East Asia
Cavoli, Tony - In: Journal of economic integration 22 (2007) 1, pp. 210-230
Persistent link: https://www.econbiz.de/10003790258
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Capital inflows and the interest premium problem : the effects of monetary sterilisation in selected Asian economies
Cavoli, Tony; Rajan, Ramkishen S. - In: International review of economics & finance : IREF 39 (2015), pp. 1-18
Persistent link: https://www.econbiz.de/10011572398
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Spillover effect of the federal reserve's forward guidance on China's financial markets : from mechanism analysis to empirical test
Deng, Xin; Ge, Lin; Wu, Xuan - In: The Singapore economic review 67 (2022) 2, pp. 603-634
Persistent link: https://www.econbiz.de/10013191924