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2021 | OriginalPaper | Buchkapitel

Simulation Study on Chinese Stock Market Development Based on System Dynamics Model

verfasst von : Chenggang Li, Tao Lin

Erschienen in: Simulation Tools and Techniques

Verlag: Springer International Publishing

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Abstract

This paper selects money supply, interest rate and gross domestic product (GDP) as the key variables that affect the stock market value, and builds a system dynamics simulation model. The annual data from 2011 to 2018 are selected to simulate and analyze the impact of money supply, interest rate and GDP on the development of the stock market by adjusting the values of key variables. The simulation results show that money supply and GDP have a positive effect on stock market value, while interest rate has a negative effect on stock market value.

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Titel: Simulation Study on Chinese Stock Market Development Based on System Dynamics Model
verfasst von: Chenggang Li
Tao Lin
Verlag: Springer International Publishing
Buch: Simulation Tools and Techniques
Print ISBN: 978-3-030-72791-8

Electronic ISBN: 978-3-030-72792-5

Copyright-Jahr: 2021
DOI: https://doi.org/10.1007/978-3-030-72792-5_22

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