The Impact of Overseas Stock Markets on Chinese Stock Markets at the Background of Financial Crises: From the Perspective of Price Index
Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2013. , 79 p.
Financial globalization, financial crisis, Chinese stock markets, European stock markets, US stock markets, efficient market hypothesis, co-integration, ADF test, Johansen test, VAR model and Granger causality test
IdentifiersURN: urn:nbn:se:umu:diva-82853OAI: oai:DiVA.org:umu-82853DiVA: diva2:663495
Master's Programme in Finance