Exchange Rate Changes and Stock Returns in China: A Markov Switching SVAR Approach

Cuestas, J.C. and Tang, B. (2015) Exchange Rate Changes and Stock Returns in China: A Markov Switching SVAR Approach. Working Paper. Sheffield Economic Research Paper Series (SERPS), 201502 (024). Department of Economics, University of Sheffield ISSN 1749-8368

Abstract

Metadata

Authors/Creators:
  • Cuestas, J.C.
  • Tang, B.
Copyright, Publisher and Additional Information: The Sheffield Economic Research Paper Series (SERPS) offers a forum for the research output of the Department of Economics, University of Sheffield. Papers are reviewed for quality and presentation by two internal referees and a departmental editor. However, the contents and opinions expressed remain the responsibility of the author(s). Comments are welcomed and should be addressed to the individual author(s).
Keywords: exchange rate changes; stock returns; Markov switching SVAR; Chinese financial market
Dates:
  • Published: 8 December 2015
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield) > Sheffield Economics Research Papers Series
Depositing User: Symplectic Sheffield
Date Deposited: 27 Jan 2016 17:21
Last Modified: 27 Jan 2016 17:21
Published Version: https://www.sheffield.ac.uk/economics/research/ser...
Status: Published
Publisher: Department of Economics, University of Sheffield
Series Name: Sheffield Economic Research Paper Series (SERPS)

Share / Export