| 中国股市与欧美股市的相关性研究 |
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| 引用本文： | 沈冰,郭粤,向丰.中国股市与欧美股市的相关性研究[J].四川商业高等专科学校学报,2013(6):47-53. |
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| 作者姓名： | 沈冰 郭粤 向丰 |
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| 作者单位： | 西南大学经济管理学院,重庆400715 |
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| 基金项目： | 重庆市社会科学规划项目“中国股市内幕交易的形成机理与识别机制研究”（2012YBJJ028）;西南大学博士基金项目“中国证券市场内幕交易的形成与识别研究”（20710932） |
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| 摘 要： | 为了分析次贷危机和欧债危机期间欧美股市对中国股市的影响，利用相关数据，对中国股市与欧美股市的相关性进行研究，并分析它们之间的长期均衡关系和短期波动之间的联动性。研究表明，在两次危机期间，中国股市与欧美股市的相关性在逐步加强，中国股市的开盘价比收盘价更易受到欧美股市的冲击，且美国股市对中国股市的冲击远远大于德国股市。
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| 关 键 词： | 中国股市 欧美股市 股票市场 次贷危机 欧债危机 金融危机 |
Research on the Correlation of the Stock Market of China,America and Europe |
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| SHEN Bing,GUO Yue,XIANG Feng.Research on the Correlation of the Stock Market of China,America and Europe[J].Sichuan Commercial College Journal,2013(6):47-53. |
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| Authors: | SHEN Bing GUO Yue XIANG Feng |
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| Institution: | (College of Economics and Management, Southwest University, Chongqing 400715, China) |
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| Abstract: | In order to analysis the influence of the American and European stock market on Chinese stock market during the subprime crisis and the debt crisis in Europe,the correlation research is carried out between the stock market in China,America and Europe,using the relevant data, and then analysis the long-term equilibrium relationship and short-term fluctuations between them. Research shows that the correlation of the American, European and Chinese stock market is gradually strengthening between the period of two crises.The European and American stock market more impact on opening price than closing price of China’s stock market,and the American stock market impact on China’s stock market is far greater than the German stock market. |
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| Keywords: | Chinese stock market the stock market of America and Europe Subprime crisis European debt crisis financial |
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