Trabalho Final de Mestrado
| Ano Lectivo: | 2018/2019 |
|---|---|
| Aluno: | YULIN AN (47521) |
| Mestrado: | Economia Monetária e Financeira |
| Tipo: | Dissertação |
| Título do Trabalho Final de Mestrado: | ECONOMIC GROWTH AND EQUITY RETURNS: APLICATION TO THE CHINESE STOCK MARKET |
| Sub Título: | |
| Comentário: | - |
| Instituição: | - |
| Homologação: | Dia 04/01/2019 às 10:05 por NUNO JOÃO DE OLIVEIRA VALÉRIO |
Resumo
This dissertation provides new insights on the estimation of the long run expected equity return in China, following the framework of Cornell (2010) on Economic Growth and Equity return, taking into consideration of convergence in economic growth, thus extending the research scope from mature countries to emerging market. We assess the period 1990-2017, explore the long run expected equity return in China, and we find that it should not be more than -0.5% over the long run. (Português)
This dissertation provides new insights on the estimation of the long run expected equity return in China, following the framework of Cornell (2010) on Economic Growth and Equity return, taking into consideration of convergence in economic growth, thus extending the research scope from mature countries to emerging market. We assess the period 1990-2017, explore the long run expected equity return in China, and we find that it should not be more than -0.5% over the long run. (Inglês)
Palavras-chave
Economic Growth, Equity Return, Chinese Stock Market (Português)
Economic Growth, Equity Return, Chinese Stock Market (Inglês)
Resumo Alargado
Resumo.pdf (350KB)Data da Prova Pública
| Data da Prova Pública: | 09-01-2019 10:30 |
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