DocumentCode :
555590
Title :
Research on the impact and countermeasures of the common volatility of the Southeast Asian stock markets upon the stock price transmission of China´s monetary policy
Author :
Zhang, Rui-feng ; Liu, Xian-can
Author_Institution :
Econ. & Manage. Exp. Center, Hebei Univ. of Econ. & Bus., Shijiazhuang, China
Volume :
Part 1
fYear :
2011
fDate :
3-5 Sept. 2011
Firstpage :
466
Lastpage :
470
Abstract :
With the world economic integration, the economy between China and Southeast Asian countries is more and more closely related, and there have been a lot of documents on this issue, but the research on the impact of the Southeast Asian stock markets upon the transmission mechanism of China´s monetary policy is still blank. This thesis, firstly, uses the econometric method to analyze the common volatility spillover of the Southeast Asian stock markets upon China´s stock market; secondly, it discusses the stock market transmission theory of China´s monetary policy; finally, it analyzes the impact of the Southeast Asian stock markets upon the stock price transmission of China´s monetary policy and puts forward some countermeasures to effectively exert the influence of China´s stock price in the monetary policy transmission.
Keywords :
econometrics; pricing; stock markets; China monetary policy; China stock market; Southeast Asian stock markets; common volatility countermeasure; common volatility impact; common volatility spillover analysis; econometric method; stock market transmission theory; stock price transmission; Fluctuations; Government; Indexes; Investments; Mathematical model; Stock markets; common volatility; monetary policy; stock market; stock price; transmission;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Industrial Engineering and Engineering Management (IE&EM), 2011 IEEE 18Th International Conference on
Conference_Location :
Changchun
Print_ISBN :
978-1-61284-446-6
Type :
conf
DOI :
10.1109/ICIEEM.2011.6035201
Filename :
6035201
Link To Document :
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