An empirical analysis about relationship between stock market and macroeconomy in China

zbMATH Open1174.91413MaRDI QIDQ5456005FDOQ5456005

Authors: Wei Jia, Ying Fan, Wei Cai 

Publication date: 4 April 2008

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zbMATH Keywords

stock marketSVAR modelempirical analysismacroeconomy

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Cited In (3)

• Major drivers of China's stock market volatility during slowing economy
• Interactive relationship between macro-policy and efficiency of securities market in China
• An empirical analysis of a share market valuation based on an international valuation regime

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