ANALYSIS OF THE LONG-TERM RELATIONSHIP BETWEEN MACROECONOMIC VARIABLES AND THE CHINESE STOCK MARKET USING HETEROSCEDASTIC COINTEGRATION

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LIU M.H.

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Journal Paper

Paper Information

Journal: JOURNAL OF MANAGERIAL FINANCE Year:2008 | Volume:34 | Issue:11 Page(s): 744-755

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Information Journal Paper

Title

ANALYSIS OF THE LONG-TERM RELATIONSHIP BETWEEN MACROECONOMIC VARIABLES AND THE CHINESE STOCK MARKET USING HETEROSCEDASTIC COINTEGRATION

Author(s)

LIU M.H. | Issue Writer Certificate

Keywords

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Abstract

Cites

THE EFFECTS OF INTEREST RATES VOLATILITY ON STOCK RETURNS: EVIDENCE FROM BANGLADESH
EXAMINING THE EFFECT OF UNCERTAINTY IN MONETARY AND FISCAL POLICY ON CAPITAL MARKETS
ANALYSIS OF RELATIONSHIP BETWEEN VARIABLES OF MACROECONOMICS AND INDICES PRICE OF TEHRAN STOCK MARKET BY USING CO-INTEGRATION APPROACH

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APA: Copy

LIU, M.H.. (2008). ANALYSIS OF THE LONG-TERM RELATIONSHIP BETWEEN MACROECONOMIC VARIABLES AND THE CHINESE STOCK MARKET USING HETEROSCEDASTIC COINTEGRATION. JOURNAL OF MANAGERIAL FINANCE, 34(11), 744-755. SID. https://sid.ir/paper/581602/en

Vancouver: Copy

LIU M.H.. ANALYSIS OF THE LONG-TERM RELATIONSHIP BETWEEN MACROECONOMIC VARIABLES AND THE CHINESE STOCK MARKET USING HETEROSCEDASTIC COINTEGRATION. JOURNAL OF MANAGERIAL FINANCE[Internet]. 2008;34(11):744-755. Available from: https://sid.ir/paper/581602/en

IEEE: Copy

M.H. LIU, “ANALYSIS OF THE LONG-TERM RELATIONSHIP BETWEEN MACROECONOMIC VARIABLES AND THE CHINESE STOCK MARKET USING HETEROSCEDASTIC COINTEGRATION,” JOURNAL OF MANAGERIAL FINANCE, vol. 34, no. 11, pp. 744–755, 2008, [Online]. Available: https://sid.ir/paper/581602/en

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