经济市场环境及投资决策对家庭金融资产配置影响分析

Market Environment and Investment Preferences Economic Impact Analysis of Household Financial Asset Allocation

在利率市场化和股市震荡的现行背景下,本研究将经济周期阶段指标纳入研究框架,选取GDP增长率与国债年收益率等对其进行量化研究,利用家庭金融资产组合时间序列数据与经济周期数据进行相关性分析,随后构建GARCH模型,定量分析投资决策对家庭金融资产配置的影响,最后得到结论并提出建议。

In the interest rate market and stock market volatility in the current context, this study phase of the economic cycle indicators included in the study framework, GDP growth and Yield of treasury bonds and other select its quantitative research, the use of household financial assets in combination with the economic cycle time series data time - series data correlation analysis, then build GARCH model, quantitative analysis of the impact of household financial assets investment decision configuration, and finally get the conclusions and recommendations.