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我国股市与国际股票市场的联动性研究 被引量:2

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摘要 随着全球经济一体化的愈演愈烈和金融危机的爆发,我国股市与国际主要股票市场的联动性研究引起更多关注。本文使用ADF检验、协整检验、误差修正模型等计量方法,对我国与美国、香港、日本、英国股票市场之间的关联效应进行实证分析,并得出相应的结论。
作者 孙美兰
出处 《大众商务(下半月)》 2010年第1期11-11,共1页 popular business
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