| 我国股指期货与股票交易的关联性分析 |
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| 引用本文： | 冯迅,郑蕾芸.我国股指期货与股票交易的关联性分析[J].税务与经济,2007(5):41-43. |
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| 作者姓名： | 冯迅 郑蕾芸 |
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| 作者单位： | 1. 吉林大学,经济学院,吉林,长春,130012
2. 东北师范大学,经济学院,吉林,长春,130025 |
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| 摘 要： | 股指期货上市交易后对股票现货市场波动性的影响取决于届时股票现货市场的估值水平,其交易过程和结果也将改变市场投资主体结构及参与程度,形成交易主体多元化的格局。同时,我国股票现货市场对股指期货的交易也存在着反约束.
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| 关 键 词： | 股指期货 资本市场 系统性风险 |
| 文章编号： | 1004-9339（2007）05-0041-03 |
| 收稿时间： | 2007-03-20 |
| 修稿时间： | 2007年3月20日 |
Correlated Analysis of Stock Index Futures and Stock Exchange |
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| Feng Xun,Zheng Lei-yun.Correlated Analysis of Stock Index Futures and Stock Exchange[J].Taxation and Economy,2007(5):41-43. |
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| Authors: | Feng Xun Zheng Lei-yun |
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| Institution: | 1. Economic School, Jilin University, Changchun 130012, China; 2. Economic School, Northeast Normal University, Changchun 130025, China |
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| Abstract: | After the stock index futures are listed their impact on fluctuation of stock spot market is decided by the valuation level of the stock spot market when the time comes.Their trading process and the results will change the market structure of investment and degree of participation,and form a multi-polarization of transactions pattern.At the same time,the stock spot market of our country restrains the transactions of the stock index futures instead. |
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| Keywords: | stock index futures capital market systemic risk |
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