Effects of Belt and Road Initiative on Chinese Stock Volatilities Connectivity: An Empirical Study of 5 Listed Chinese Companies
Based on the development of the Belt and Road initiative and its impact on the Chinese economy. This paper studies the impact of the initiative on the stocks of five Chinese listed companies through vine copula models. The range of time period cover from 2009 to 2019, and it is divided into the pr...
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| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
เชียงใหม่ : บัณฑิตวิทยาลัย มหาวิทยาลัยเชียงใหม่
2020
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| Online Access: | http://cmuir.cmu.ac.th/jspui/handle/6653943832/69627 |
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| Institution: | Chiang Mai University |
| Language: | English |