| 上证A股指数与宏观经济因素关系的实证研究 |
| |
| 引用本文： | 曹勇,张卓.上证A股指数与宏观经济因素关系的实证研究[J].价值工程,2009,28(1):151-154. |
| |
| 作者姓名： | 曹勇 张卓 |
| |
| 作者单位： | 南京航空航天大学经济与管理学院,南京,210016 |
| |
| 摘 要： | 股票价格不仅受其内在价值影响,还与宏观经济因素有密切关系。以上证A股指数为因变量,选取宏观经济中影响A股指数的指标,运用EVIEWS软件对数据回归分析并建立回归模型,分析得出上证A股指数与基本建设投资总额成正相关关系,与商品零售价格指数和30天加权平均利率成负相关关系,但与工业增加值增长率的负相关关系有待进一步研究。
|
| 关 键 词： | 宏观经济 上证A股指数 多元线性回归模型 |
The Empirical Studying on Correlation between the Shanghai A-share Index and Macroeconomic Factors |
| |
| Cao Yong,Zhang Zhuo.The Empirical Studying on Correlation between the Shanghai A-share Index and Macroeconomic Factors[J].Value Engineering,2009,28(1):151-154. |
| |
| Authors: | Cao Yong Zhang Zhuo |
| |
| Institution: | School of Economics and Management;Nanjing University of Aeronautics and Astronautics;Nanjing 210016;China |
| |
| Abstract: | Not only the inherent value of stock,but also the macro economy affect stock price.Taking the Shanghai A-share index as dependent variable in this article and selecting macroeconomics factors which can affect all the stock market as independent variable,the linear regression model was established by using Evieews software.Results from empirical analysis indicate the positive correlation between the Shanghai A-share index and Total investment in capital construction.The negative correlation between the Shang... |
| |
| Keywords: | macro economy Shanghai A-share index multiple linear regression models |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
