An Empirical Study on the Effect of the Chinese Interest Rate Corridor on the Short-Term Interest Rate Fluctuation Based on EGAECH-M Model

Cao, Peishen and Liu, Hongwei (2022) An Empirical Study on the Effect of the Chinese Interest Rate Corridor on the Short-Term Interest Rate Fluctuation Based on EGAECH-M Model. In: Proceedings of the International Conference on Information Economy, Data Modeling and Cloud Computing, ICIDC 2022, 17-19 June 2022, Qingdao, China.

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Abstract

After nearly seven years of exploration, the Chinese interest rate corridor has basically formed. However, it is not perfect at present, and the effectiveness of the Chinese interest rate corridor regulation still needs to be discussed. Therefore, this paper uses the high-frequency data of the overn

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 15:44
Last Modified: 17 Apr 2026 04:52
URI: http://eprints.eai.eu/id/eprint/40660

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