A Study of the Influence of Capital Market Opening on Stock Market Volatility Based on a Vector Autoregressive (VAR) Model - Evidence from China

Kuang, Huimin (2023) A Study of the Influence of Capital Market Opening on Stock Market Volatility Based on a Vector Autoregressive (VAR) Model - Evidence from China. In: Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China.

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Abstract

In response to the increasing requirement of trading and cultural exchanges among countries, the capital market opening may be an irresistible trend that sweeps across the major economies. However, a large influx of foreign funds may put the stock market in danger considering its unstable and vulner

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 16:00
Last Modified: 17 Apr 2026 03:53
URI: http://eprints.eai.eu/id/eprint/41837

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