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贸易战背景下中美两国农产品期货价格与波动传导机制研究——以玉米、大豆期货为例 被引量:4

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摘要 本文立足于中美贸易战这一背景,采用VAR模型与BEKK-GARCH模型,对贸易战前与贸易战开始后两个阶段内,中国与美国玉米、大豆期货间的价格与波动传导机制进行了实证分析。结果表明:中美玉米、大豆期货均在短期内具有一定的相互影响关系。玉米期货在贸易战开始后由中国市场占据了优势地位,而波动溢出效应则有所减弱;大豆期货始终由美国市场占据主导地位,且贸易战开始后波动溢出效应显著增强。
出处 《时代金融》 2020年第16期34-36,共3页 Times Finance
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