2023
DOI: 10.54254/2754-1169/16/20230973
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Study on the Relationship between Hang Seng Index and FTSE CHI Index in Hong Kong: Evidence from VAR Model

Wenyi Cao

Abstract: The stock index is very important to study the overall trend of the development of financial markets and the development of the stock industry. This paper mainly studies the interaction between stock indexes and the influence of the main fields included in the stock index on the index and related indexes. In this paper, Hong Kong Hang Seng Index and FTSE CHI index were selected for research, and impulse response analysis and variance decomposition analysis were carried out on the data through VAR model. By ana… Show more

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