| 中国股市的世界一体化与区域一体化：行业视角 |
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| 引用本文： | 费兆奇.中国股市的世界一体化与区域一体化：行业视角[J].金融评论,2012(1):27-37,92,123,124. |
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| 作者姓名： | 费兆奇 |
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| 作者单位： | 中国社会科学院金融研究所 |
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| 基金项目： | 中国社会科学院青年科研启动资金项目的资助.作者感谢匿名审稿人的意见与建议.作者感谢匿名审稿人的意见与建议 |
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| 摘 要： | 本文从行业视角出发，研究了我国A股市场的世界一体化与区域一体化的动态进程。研究发现：特定行业因素对工业、原材料和金融行业的冲击超过了外界因素对A股市场整体的影响；与世界因素相比，亚洲区域因素对A股指数及大多数行业的影响占据主导地位；在次贷危机期间，亚洲区域因素对A股市场中金融行业的影响最大，金融行业成为亚洲区域风险向国内市场传递的主要载体。
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| 关 键 词： | A股市场 一体化 行业研究 |
The Financial Integration of China Stock Market:A Sector View |
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| FEI Zhaoqi.The Financial Integration of China Stock Market:A Sector View[J].Chinese Review of Financial Studies,2012(1):27-37,92,123,124. |
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| Authors: | FEI Zhaoqi |
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| Institution: | FEI Zhaoqi (Institute of Finance and Banking,Chinese Academy of Social Sciences,Beijing,100732,China) |
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| Abstract: | This paper examines the integration of A-share market with the world and regional market from a sector view,and finds that sector-specific shocks are more important for the Industrials,Basic Mats,and Financials sectors than country-specific shocks.Compared to the world factor,the regional factor dominates most sectors of A-share market.In the Subprime Crisis,Asian regional factors have the greatest impact on the Financials sector of A-share market,which means the Financials sector becomes the main carrier of the Asian regional risks when transferring to the Chinese domestic market. |
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| Keywords: | A-share Market Integration Sector Research |
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