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全球金融周期对中国资产价格的动态冲击效应分析 被引量:5

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摘要 在经济金融一体化的背景下,全球金融周期已经形成。全球金融周期会改变各国资本流动情况,进而影响主要资产价格,这一作用机制在中国市场得到了印证。文章进行VAR分析,结果表明:以股票市场价格和房地产市场价格为代表的中国资产价格对于全球金融周期存在较为敏感的负向反应。
作者 顾宁 余孟阳
机构地区 吉林大学商学院
出处 《统计与决策》 CSSCI 北大核心 2016年第6期126-129,共4页 Statistics & Decision
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