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货币政策对不同类别股票影响的实证检验——基于中国台湾股市的数据
引用本文:奚君羊,何少梅.货币政策对不同类别股票影响的实证检验——基于中国台湾股市的数据[J].广东金融学院学报,2007,22(6):65-68.
作者姓名:奚君羊  何少梅
作者单位:上海财经大学,现代金融研究中心,上海,200433
摘    要:经实证检验发现,中国台湾实施的货币政策对所有类别股票的收益率及风险程度均有显著的影响,而且随着时间的流逝,这种影响有逐步加强的趋势;在货币紧缩时期,不同类别的股票受到的影响差异不大,在货币扩张时期,大盘股和成长股受到的影响大于其他类别的股票。

关 键 词:货币政策  股票收益  风险程度  工业指数

Effect of Monetary Policy on Stock Price of Different Industries——An Empirical Study on Taiwan Stock Market
Xi Junyang,He Shaomei.Effect of Monetary Policy on Stock Price of Different Industries——An Empirical Study on Taiwan Stock Market[J].Journal of Guangdong University of Finance,2007,22(6):65-68.
Authors:Xi Junyang  He Shaomei
Abstract:Through the positive research,it shows that the changes in monetary policy had a significant impact on the rate of return as well as on the degree of risk of all industries,which has a strengthening tendency on shifts over time.Empirical evidence also shows for most sector indexes,the risks and rates of return are positively related during expansionary periods,and negatively related in restrictive periods.
Keywords:Monetary Policy  Stock Return  Degree of Risk  Industry Index
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