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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2021
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| Materias: | |
| 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 |