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gu piao shi chang yu ji jin shi chang hu dong guan xi shi zheng yan jiu
Author(s): 
Pages: 59-60
Year: Issue:  4
Journal: Xi'an Finance

Keyword:  股票指数 基金指数 协整检验;
Abstract: 本文以上证综合指数和上证基金指数为研究对象,考察股票市场与基金市场的相互影响及其相关性特征,并对实证检验的结果做简要的分析。检验的结果表明,长期内股票市场与基金市场不存在均衡关系,而短期内基金市场会加大股票市场的波动。
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