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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