| 金融危机下中、美股票指数联动作用的实证研究 |
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| 引用本文： | 胡敏,王思洁. 金融危机下中、美股票指数联动作用的实证研究[J]. 特区经济, 2011, 0(1): 134-135 |
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| 作者姓名： | 胡敏 王思洁 |
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| 作者单位： | 天津财经大学金融系; |
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| 摘 要： | 在经历了全球金融危机之后,世界资本市场遭受重创。利用2008年全年数据对中美两国股票市场的联动效应进行实证分析,结果显示,金融危机导致美国纳斯达克市场的崩溃从而一定程度上间接地影响到我国的股票市场,但未存在长期共同趋势。
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| 关 键 词： | 金融危机 上证综指 纳斯达克指数 格兰杰因果检验 |
Demonstrative research of China and American stock index relative function in financial crisis |
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| Hu Min Wang Si Jie. Demonstrative research of China and American stock index relative function in financial crisis[J]. Special Zone Economy, 2011, 0(1): 134-135 |
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| Authors: | Hu Min Wang Si Jie |
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| Affiliation: | Hu Min Wang Si Jie |
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| Abstract: | Having experienced the world economic cri sis,all capital markets suffered great attacks.We use the data of 2008 year to make an empirical study on the effect between China’s and America’s stock indexs,the result shows that the economic crisis broke down NASDAQ market and indirectly effect China’s stock market to some extent,but they don’t present at the same trend in the long time. |
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| Keywords: | economic crisis Shanghai composite index NASDAQ Granger causality test |
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