Chris Ben
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- Notes from China: handset design
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A Weak-Form Efficiency Testing of China's Stock Markets
CSO '10: Proceedings of the 2010 Third International Joint Conference on Computational Science and Optimization - Volume 01The main purpose of this paper is to test the degree of development of China's stock market, as well as its stage. Utilizing the GARCH amended model and the AR-X-GARCH (1, 1) model; we analyzed whether the opportunity for excess returns in China's stock ...
Asset Prices, Monetary Policy and China's Economic Fluctuations
BIFE '11: Proceedings of the 2011 Fourth International Conference on Business Intelligence and Financial EngineeringThis paper investigates asset prices volatility in China's macroeconomic fluctuations and the dynamic transmission mechanism of monetary policy shocks within a new Keynesian dynamic stochastic general equilibrium model. Parameters are estimated by ...
A Pricing Model for Convertible Bonds in China
BIFE '12: Proceedings of the 2012 Fifth International Conference on Business Intelligence and Financial EngineeringSince the 2008 Financial Crisis, trade of convertible bonds in China has tended to be dull with its market size shrinking, which is in sharp contrast with the previous market boom. One reason for this contrast is that the price of convertible bonds is ...
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