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沪深股市的引导性关系研究 被引量:4

Introductory Relation Research of Shanghai and Shenzhen's Stock Market
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摘要 采用向量自回归修正模型、脉冲响应函数和预测方差分解的方法,对上证指数、深证综合指数之间的互动性进行实证分析,结论是:沪深股市之间具有长期均衡关系;沪深股市溢出效应具有非对称性,深圳股市对外部冲击的反应要先于沪市,深指之走向和波动主要由自身趋势决定,而上证指数更倾向于受到深指的影响。
作者 高琦 朱岚
机构地区 西南财经大学
出处 《金融教学与研究》 2006年第2期49-51,共3页 Finance Teaching and Research
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