Whether the Implementation of the New Monetary Policy can Reduce the Volatility of Stock Market Yield-Based on Experimental and Mathematical Statistics Analysis

Xiao, Tong and Cao, Pei-shen (2023) Whether the Implementation of the New Monetary Policy can Reduce the Volatility of Stock Market Yield-Based on Experimental and Mathematical Statistics Analysis. 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

The role of the new monetary policy tools in regulating the economy are obvious to all. The stock market, as a barometer of the economy, reflects the situation of economic operation. In this paper, the EGARCH model is used to explore the impact of different types and maturities of new monetary polic

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 16:02
Last Modified: 17 Apr 2026 03:48
URI: http://eprints.eai.eu/id/eprint/41946

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