Title : 
Research on the impact and countermeasures of the common volatility of the Southeast Asian stock markets upon the stock price transmission of China´s monetary policy
         
        
            Author : 
Zhang, Rui-feng ; Liu, Xian-can
         
        
            Author_Institution : 
Econ. & Manage. Exp. Center, Hebei Univ. of Econ. & Bus., Shijiazhuang, China
         
        
        
        
        
        
        
            Abstract : 
With the world economic integration, the economy between China and Southeast Asian countries is more and more closely related, and there have been a lot of documents on this issue, but the research on the impact of the Southeast Asian stock markets upon the transmission mechanism of China´s monetary policy is still blank. This thesis, firstly, uses the econometric method to analyze the common volatility spillover of the Southeast Asian stock markets upon China´s stock market; secondly, it discusses the stock market transmission theory of China´s monetary policy; finally, it analyzes the impact of the Southeast Asian stock markets upon the stock price transmission of China´s monetary policy and puts forward some countermeasures to effectively exert the influence of China´s stock price in the monetary policy transmission.
         
        
            Keywords : 
econometrics; pricing; stock markets; China monetary policy; China stock market; Southeast Asian stock markets; common volatility countermeasure; common volatility impact; common volatility spillover analysis; econometric method; stock market transmission theory; stock price transmission; Fluctuations; Government; Indexes; Investments; Mathematical model; Stock markets; common volatility; monetary policy; stock market; stock price; transmission;
         
        
        
        
            Conference_Titel : 
Industrial Engineering and Engineering Management (IE&EM), 2011 IEEE 18Th International Conference on
         
        
            Conference_Location : 
Changchun
         
        
            Print_ISBN : 
978-1-61284-446-6
         
        
        
            DOI : 
10.1109/ICIEEM.2011.6035201