| 美国市场利率对基准利率的反应研究 |
| |
| 引用本文： | 储竹秀. 美国市场利率对基准利率的反应研究[J]. 哈尔滨商业大学学报(社会科学版), 2009, 0(3) |
| |
| 作者姓名： | 储竹秀 |
| |
| 作者单位： | 上海交通大学安泰经济与管理学院,上海,200030 |
| |
| 摘 要： | 作为全球成熟的金融市场，美国的货币政策操作对整个金融体系的联动有着很强的示范效应。通过实证检验来验证这种效应是否存在于美国金融市场，并用一定的工具来测度这两者之间的关系，对我国在相关领域的健康发展会有积极的启示作用
|
| 关 键 词： | 货币政策 格兰杰因果检验 ADF检验 利率市场化 |
Study on the Reaction of Market Interest Rate to Benchmark Interest Rate in the US |
| |
| CHU Zhu-xiu. Study on the Reaction of Market Interest Rate to Benchmark Interest Rate in the US[J]. Journal of Harbin University of Commerce:Social Science Edition, 2009, 0(3) |
| |
| Authors: | CHU Zhu-xiu |
| |
| Affiliation: | Antai College of Economics and Management;Shanghai Jiao Tong University;Shanghai 200030;China |
| |
| Abstract: | As one of the world's most sophisticated financial market,the monetary policy in the US has a great demonstration effect to the global financial system.Our article tends to examine whether the demonstration effect exists in the US financial market,and measure the relationship between the monetary policy and the financial market.In the end,based on our findings,we offer some policy suggestion for China's further development in the relevant fields. |
| |
| Keywords: | monetary policy granger causality test ADF test interest rate marketization |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
