Empirical study of the fed's interest rate policy's short term impact on China's stock market based on the GARCH model

Kuang, Renlei (A.A. 2019/2020) Empirical study of the fed's interest rate policy's short term impact on China's stock market based on the GARCH model. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Raffaele Oriani, pp. 54. [Master's Degree Thesis]

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Abstract/Index

Literature review. Theoretical research on the effect of interest rate upon stock prices from domestic perspective. Model construction. Empirical methods and model design. Empirical research results and interpretation.

References

Bibliografia: pp. 40-41.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair: Advanced corporate finance
Thesis Supervisor: Oriani, Raffaele
Thesis Co-Supervisor: Santella, Rosella
Academic Year: 2019/2020
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 12 Jan 2021 14:23
Last Modified: 12 Jan 2021 14:23
URI: https://tesi.luiss.it/id/eprint/27930

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