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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Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Wiley
2022-01-01
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Series: | Complexity |
Online Access: | http://dx.doi.org/10.1155/2022/4710234 |
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