Econometric testing on linear and nonlinear dynamic relation between stock prices and macroeconomy in China
Review articleOpen access
Abstract:

Highlights •The nonlinear dynamic Granger causality between China’s stock prices and macroeconomy is stronger than linear dynamic Granger causality between them.•The nonlinear dynamic Granger causality from macroeconomy to stock prices is stronger than the nonlinear dynamic Granger causality from stock prices to macroeconomy.

Request full text

References (0)

Cited By (0)

No reference data.
No citation data.
Advertisement
Join Copernicus Academic and get access to over 12 million papers authored by 7+ million academics.
Join for free!