| 我国保险资金与资本市场相互关系实证研究 |
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| 引用本文： | 张帅,申海.我国保险资金与资本市场相互关系实证研究[J].上海金融学院学报,2011(2):14-21. |
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| 作者姓名： | 张帅 申海 |
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| 作者单位： | 中央财经大学,保险学院,北京100081 |
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| 摘 要： | 本文选择资本市场和保险资金市场具有代表性的时间序列数据进行实证研究,分析了我国保险资金与资本市场之间的Granger因果关系、长期均衡关系和短期波动情况,并结合实证研究的结果对我国保险资金投资运用和资本市场的发展提出了相关的建议。
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| 关 键 词： | 保险资金 资本市场 时间序列分析 |
Empirical Research of Correlation Between Insurance Funds and Capital Market in China |
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| Zhang Shuai,Shen Hai.Empirical Research of Correlation Between Insurance Funds and Capital Market in China[J].Journal of Shanhai Finance University,2011(2):14-21. |
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| Authors: | Zhang Shuai Shen Hai |
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| Institution: | Zhang Shuai,Shen Hai |
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| Abstract: | The paper select the representative time series data of capital market and insurance funds market,and primarily analysis granger causality,long-term equilibrium relationship and short-term volatility of the time series.At last,with the results of empirical research,the author offer proposals for efficient use of insurance funds and the development of capital market in china. |
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| Keywords: | insurance funds capital market time series analysis |
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