| 我国期货市场与股票市场价格联动关系研究 |
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| 引用本文： | 李烜,郑淦文.我国期货市场与股票市场价格联动关系研究[J].福建金融管理干部学院学报,2010(2):25-28. |
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| 作者姓名： | 李烜 郑淦文 |
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| 作者单位： | 1. 福建金融职业技术学院,福建,福州,350007
2. 厦门大学,经济学院,福建,厦门,350002 |
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| 摘 要： | 以2006年1月至2009年10月期间我国期货市场的文华商品期货指数和股票市场的上证指数为总样本,采用相关性检验、单位根测试、协整检验和Granger因果检验等方法实证考察两个市场的价格联动关系,可以看出我国期货市场和股票市场的资金并没有明显的价格联动关系,文华商品期货指数走势并未引导上证指数走势。
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| 关 键 词： | 期货市场 股票市场 价格 联动 |
On the Interaction between Stock Market Price and Futures Market Price in China |
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| Li Xuan,Zheng Jin-Wen.On the Interaction between Stock Market Price and Futures Market Price in China[J].Journal of Fujian Institute of Financial Administrators,2010(2):25-28. |
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| Authors: | Li Xuan Zheng Jin-Wen |
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| Institution: | Li Xuan,Zheng Jin-Wen |
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| Abstract: | Based on sample data from China Wenhua commodity futures index and the Shanghai stock market index during Jan.2006 to Oct.2009,using tests of correlation,unit root,cointegration and Granger causality,this paper is to examine empirical linkage between the two market prices,and concluding that there is no obvious linkage,Wenhuan commodity futures index does not lead the trend. |
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| Keywords: | Futures market Stock market Price Interaction |
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