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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...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Veröffentlicht in:PLoS One
Hauptverfasser: Sun, Yihong, Yuan, Xuemei
Format: Artigo
Sprache:Inglês
Veröffentlicht: Public Library of Science 2021
Schlagworte:
Online Zugang:https://ncbi.nlm.nih.gov/pmc/articles/PMC8051788/
https://ncbi.nlm.nih.gov/pubmed/33861757
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0249852
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