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Based on VAR Model of inflation on stock returns affect different sectors comparative analysis

Author: ChengWanQing
Tutor: ZhouShaoFu
School: Huazhong University of Science and Technology
Course: Quantitative Economics
Keywords: Inflation Industry yields Vector autoregression model Vector error correction model
CLC: F832.51
Type: Master's thesis
Year: 2010
Downloads: 356
Quote: 2
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Abstract


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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial market
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