Nonlinear relationship between money market rate and stock market liquidity in China: A multifractal analysis

This paper employs the multifractal detrended cross-correlation analysis (MF-DCCA) model to estimate the nonlinear relationship between the money market rate and stock market liquidity in China from a multifractal perspective, leading to a better understanding of the complexity in the relationship b...

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Detalles Bibliográficos
Autores principales: Sun, Yihong, Yuan, Xuemei
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8051788/
https://www.ncbi.nlm.nih.gov/pubmed/33861757
http://dx.doi.org/10.1371/journal.pone.0249852

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8051788/
https://www.ncbi.nlm.nih.gov/pubmed/33861757
http://dx.doi.org/10.1371/journal.pone.0249852

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