An Empirical Analysis on the Impact of RMB Exchange Rate Fluctuation on Stock Index Futures Taking Shanghai and Shenzhen 300 Stock Indexes as an Example

Authors :: He Jinlan
Li Jiehui
Source :: Proceedings of the 2018 International Conference on Economy, Management and Entrepreneurship (ICOEME 2018).
Publication Year :: 2018
Publisher :: Atlantis Press, 2018.

Subjects :: Exchange rate
Stock index futures
Economics
Econometrics
Renminbi
Stock market index
Vector autoregression

Database :: OpenAIRE
Journal :: Proceedings of the 2018 International Conference on Economy, Management and Entrepreneurship (ICOEME 2018)
Accession number :: edsair.doi...........a10ae3fe04effd0a7f831f51bd477ffa

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