Liquidity, Asset Price Volatility, and Monetary Policy Choices: Empirical Evidence from China

This article effectively identifies the high and low volatility state of asset prices in China by constructing the MS-AR model, and further investigates the relationship between different dimensions of liquidity and asset price volatility. Moreover, we try to incorporate liquidity into the analytica...

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Bibliographic Details
Main Authors: Qing Zhu, Shuyu Bai, Jia Wang
Format: Article
Language:English
Published: Wiley 2022-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2022/4710234
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