Dynamic relationship between the stock market and macroeconomy in China (1995–2018): new evidence from the continuous wavelet analysis
This article examines the relationship between the stock market and three widely used macroeconomic variables, namely industrial production growth, inflation, and long-term interest rate in China. We use the continuous wavelet analysis to investigate the correlations and lead–lag relationships betwe...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2020-01-01
|
| Series: | Ekonomska Istraživanja |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/1331677X.2020.1716264 |