Matches in SemOpenAlex for { <https://semopenalex.org/work/W1969691874> ?p ?o ?g. }
- W1969691874 endingPage "538" @default.
- W1969691874 startingPage "532" @default.
- W1969691874 abstract "In this paper, we study the effect of monetary shocks on the Chinese stock market over the period of 2005 to 2011 with the MSVAR–EGARCH model. The evidence suggests that Chinese monetary policies have significantly asymmetric effects on the stock market in different time periods and market cycles. The effects of shocks from interest rate and reserve rate vary across market cycles but effects from money supply and exchange rate do not. Empirical evidence from the non-linear model shows that monetary policy changes increase stock market volatility, even though these monetary policies are often aimed at stabilizing macro-economic activities. The evidence suggests that both the market conditions and the effects on stock markets should be taken into consideration in monetary policy design and implementation." @default.
- W1969691874 created "2016-06-24" @default.
- W1969691874 creator A5025074271 @default.
- W1969691874 creator A5029932798 @default.
- W1969691874 creator A5010217887 @default.
- W1969691874 date "2013-05-01" @default.
- W1969691874 modified "2023-10-16" @default.
- W1969691874 title "Monetary shocks and asymmetric effects in an emerging stock market: The case of China" @default.
- W1969691874 cites W1967470147 @default.
- W1969691874 cites W1967516006 @default.
- W1969691874 cites W1979256406 @default.
- W1969691874 cites W1981647809 @default.
- W1969691874 cites W1983902298 @default.
- W1969691874 cites W1997529623 @default.
- W1969691874 cites W1999814123 @default.
- W1969691874 cites W2015207267 @default.
- W1969691874 cites W2018458138 @default.
- W1969691874 cites W2027734800 @default.
- W1969691874 cites W2038621549 @default.
- W1969691874 cites W2047913875 @default.
- W1969691874 cites W2050643653 @default.
- W1969691874 cites W2055301823 @default.
- W1969691874 cites W2090438479 @default.
- W1969691874 cites W2095678191 @default.
- W1969691874 cites W2110819664 @default.
- W1969691874 cites W2129672361 @default.
- W1969691874 cites W2133062202 @default.
- W1969691874 cites W2133960407 @default.
- W1969691874 cites W2144487825 @default.
- W1969691874 cites W2155861780 @default.
- W1969691874 cites W2166422272 @default.
- W1969691874 cites W2334967020 @default.
- W1969691874 cites W3094392984 @default.
- W1969691874 cites W3121227455 @default.
- W1969691874 cites W3123598380 @default.
- W1969691874 cites W3123951588 @default.
- W1969691874 cites W3125380794 @default.
- W1969691874 cites W3125896384 @default.
- W1969691874 cites W4240307802 @default.
- W1969691874 doi "https://doi.org/10.1016/j.econmod.2013.02.032" @default.
- W1969691874 hasPublicationYear "2013" @default.
- W1969691874 type Work @default.
- W1969691874 sameAs 1969691874 @default.
- W1969691874 citedByCount "18" @default.
- W1969691874 countsByYear W19696918742014 @default.
- W1969691874 countsByYear W19696918742015 @default.
- W1969691874 countsByYear W19696918742016 @default.
- W1969691874 countsByYear W19696918742017 @default.
- W1969691874 countsByYear W19696918742018 @default.
- W1969691874 countsByYear W19696918742019 @default.
- W1969691874 countsByYear W19696918742020 @default.
- W1969691874 countsByYear W19696918742021 @default.
- W1969691874 countsByYear W19696918742022 @default.
- W1969691874 countsByYear W19696918742023 @default.
- W1969691874 crossrefType "journal-article" @default.
- W1969691874 hasAuthorship W1969691874A5010217887 @default.
- W1969691874 hasAuthorship W1969691874A5025074271 @default.
- W1969691874 hasAuthorship W1969691874A5029932798 @default.
- W1969691874 hasConcept C106159729 @default.
- W1969691874 hasConcept C126285488 @default.
- W1969691874 hasConcept C127413603 @default.
- W1969691874 hasConcept C151730666 @default.
- W1969691874 hasConcept C162324750 @default.
- W1969691874 hasConcept C175025494 @default.
- W1969691874 hasConcept C17744445 @default.
- W1969691874 hasConcept C191935318 @default.
- W1969691874 hasConcept C199539241 @default.
- W1969691874 hasConcept C204036174 @default.
- W1969691874 hasConcept C2776988154 @default.
- W1969691874 hasConcept C2779971977 @default.
- W1969691874 hasConcept C2780299701 @default.
- W1969691874 hasConcept C2780762169 @default.
- W1969691874 hasConcept C556758197 @default.
- W1969691874 hasConcept C78519656 @default.
- W1969691874 hasConcept C86803240 @default.
- W1969691874 hasConcept C91602232 @default.
- W1969691874 hasConceptScore W1969691874C106159729 @default.
- W1969691874 hasConceptScore W1969691874C126285488 @default.
- W1969691874 hasConceptScore W1969691874C127413603 @default.
- W1969691874 hasConceptScore W1969691874C151730666 @default.
- W1969691874 hasConceptScore W1969691874C162324750 @default.
- W1969691874 hasConceptScore W1969691874C175025494 @default.
- W1969691874 hasConceptScore W1969691874C17744445 @default.
- W1969691874 hasConceptScore W1969691874C191935318 @default.
- W1969691874 hasConceptScore W1969691874C199539241 @default.
- W1969691874 hasConceptScore W1969691874C204036174 @default.
- W1969691874 hasConceptScore W1969691874C2776988154 @default.
- W1969691874 hasConceptScore W1969691874C2779971977 @default.
- W1969691874 hasConceptScore W1969691874C2780299701 @default.
- W1969691874 hasConceptScore W1969691874C2780762169 @default.
- W1969691874 hasConceptScore W1969691874C556758197 @default.
- W1969691874 hasConceptScore W1969691874C78519656 @default.
- W1969691874 hasConceptScore W1969691874C86803240 @default.
- W1969691874 hasConceptScore W1969691874C91602232 @default.
- W1969691874 hasLocation W19696918741 @default.
- W1969691874 hasOpenAccess W1969691874 @default.
- W1969691874 hasPrimaryLocation W19696918741 @default.
- W1969691874 hasRelatedWork W1533786059 @default.