| 我国银行和地产类股票价格的联动性研究 |
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| 引用本文： | 段琼.我国银行和地产类股票价格的联动性研究[J].价值工程,2011,30(28):118-118. |
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| 作者姓名： | 段琼 |
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| 作者单位： | 山西财经大学统计学院,太原,030006 |
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| 摘 要： | 本文采用ADF单位根检验、Granger因果检验、Johansen协整检验等计量方法,对银行类股价和地产类股价变动的的相关关系进行了实证研究,结果发现两者之间存在长期的协整关系,并且银行股指是地产股指变动的原因。
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| 关 键 词： | 银行 地产:ADF检验 Granger因果检验 Johansen协整检验 |
Study of the Relativity of Stock Price between Banking and Real-estate |
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| Duan Qiong.Study of the Relativity of Stock Price between Banking and Real-estate[J].Value Engineering,2011,30(28):118-118. |
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| Authors: | Duan Qiong |
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| Institution: | Duan Qiong (School of Statistics,Shanxi University of Finance & Economics,Taiyuan 030006,China) |
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| Abstract: | The paper is aiming to study the relativity of changes in stock price between banking and real-estate by empirical research with methods such as ADF unit root test,Granger causality test,Johansen co-integration test.According to the experimental data,there exists a long-term co-integration relation between the two business,and the change of banking can lead to a alteration of real-estate. |
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| Keywords: | bank real estate ADF test Granger-test Johansen co-integration test |
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