Cao, Zhifei and Pei, Dishen and Wang, Zixuan (2019) An Empirical Study on the Relationship between China's Stock Market and the Exchange Rate under the COVID-19. 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
We use the GARCH model to consider the relationship between the exchange rate and stock price with an extra predictor of newly reported Corona Virus Disease 2019 (COVID-19) during the new coronary pneumonia epidemic in China. The data is from December 9, 2019, to June 18, 2021, since the whole perio
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:01 |
| Last Modified: | 17 Apr 2026 03:51 |
| URI: | http://eprints.eai.eu/id/eprint/41885 |
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