“双危机”背景下我国股债联动的国内外因素分析被引量：2

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摘要文章将2007年至2012年分为平常时期、美国金融危机时期和"双危机"叠加时期三个阶段,利用描述性统计及Granger因果检验方法分析了国际金融市场风险传染至我国证券市场的路径;运用动态样本相关系数和动态残差相关系数刻画了不同时期、不同事件窗口下我国股票市场和债券市场联动性的变化特征,并据此分析我国股票市场和债券市场联动的主要原因是国际还是国内因素,以使反危机政策更具针对性。

作者胡秋灵于婷婷李雯婷

机构地区陕西师范大学

出处《经济问题探索》 CSSCI 北大核心 2013年第1期22-28,共7页 Inquiry Into Economic Issues

基金国家社会科学基金项目(07BJY169) 2011陕西师范大学研究生重点教学改革项目--高级计量经济学精品课程陕西师范大学社科基金重大项目(09SZD11) 2010陕西师范大学重点教学改革项目--计量经济学精品课程

关键词股票市场债券市场联动 “双危机”

分类号 F224 [经济管理—国民经济] F832.51 [经济管理—金融学]

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