{"title":"中国与 RCEP 国家间人民币国际化与股市同向波动的特征:基于核 PCA 和 SV-TVP-SVAR 模型的分析","authors":"Ke Huang, Zuo-Ming Zhang, Yakun Wang","doi":"10.1007/s10614-024-10691-5","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":50647,"journal":{"name":"Computational Economics","volume":null,"pages":null},"PeriodicalIF":1.9000,"publicationDate":"2024-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Characteristics of RMB Internationalization and Stock Market Co-movement Between China and RCEP Countries: An Analysis Based on Kernel PCA and SV-TVP-SVAR Model\",\"authors\":\"Ke Huang, Zuo-Ming Zhang, Yakun Wang\",\"doi\":\"10.1007/s10614-024-10691-5\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":50647,\"journal\":{\"name\":\"Computational Economics\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.9000,\"publicationDate\":\"2024-08-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Computational Economics\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1007/s10614-024-10691-5\",\"RegionNum\":4,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Computational Economics","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1007/s10614-024-10691-5","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"ECONOMICS","Score":null,"Total":0}
Characteristics of RMB Internationalization and Stock Market Co-movement Between China and RCEP Countries: An Analysis Based on Kernel PCA and SV-TVP-SVAR Model
期刊介绍:
Computational Economics, the official journal of the Society for Computational Economics, presents new research in a rapidly growing multidisciplinary field that uses advanced computing capabilities to understand and solve complex problems from all branches in economics. The topics of Computational Economics include computational methods in econometrics like filtering, bayesian and non-parametric approaches, markov processes and monte carlo simulation; agent based methods, machine learning, evolutionary algorithms, (neural) network modeling; computational aspects of dynamic systems, optimization, optimal control, games, equilibrium modeling; hardware and software developments, modeling languages, interfaces, symbolic processing, distributed and parallel processing