Research Article

Evaluation of Hot Money Drivers in China: A Structural VAR Approach

Table 1

Descriptive statistics.

MeanMaxMinSDp50

P2.3698.700−1.8001.9742.100
Y11.26323.200−1.1004.82210.300
DAR0.0020.600−0.7030.1700.004
EER−0.0010.053−0.0330.009−0.001
HM10.59189.018144.79936.760−4.481
VIX19.30959.8909.5108.00516.860
FAR−0.0140.434−0.9510.1280.000