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关于中国股市与汇市关系的研究

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摘要 文章利用BQ方差分解法,研究在两种独立冲击下的中国股市和外汇市场的关系:供给冲击和需求冲击。供给冲击反应的是实际产出的冲击,需求冲击主要反应的是货币政策的冲击。结果发现,无论在供给冲击还是需求冲击下,股市与汇市均呈现一种负相关关系。
作者 周辰亮
出处 《统计与决策》 CSSCI 北大核心 2009年第2期142-144,共3页 Statistics & Decision
基金 国家社会科学基金资助项目(07BJY155)
关键词 股市 汇市 BQ分解
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参考文献7

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二级参考文献9

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