Data and Code for: The Stock Connect to China
收藏ICPSR2023-01-01 更新2026-04-16 收录
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https://www.openicpsr.org/openicpsr/project/190001/version/V1/view?path=/openicpsr/190001/fcr:versions/V1/Data/flw_cus_macro_reg.dta&type=file
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资源简介：
As a bridge between Chinese mainland and international financial markets, the Stock Connect program allows investors on both sides to gain mutual access. By analyzing how cross-border flows respond to macro-related shocks, we show that compared with possibly homemade foreign investors, genuine foreign investors are more likely affected by the U.S. monetary shocks, the exchange rate risk, the U.S. market performance as well as the cross-market valuation disparity. The paper highlights the importance of profiling different groups of cross-border participants over market integration.
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提供机构：
Central University of Finance and Economics, School of Finance; University of International Business and Economics, School of Banking and Finance; University of Chicago. Booth School of Business and NBER
创建时间：
2023-01-01
