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沪股、港股及美股联动性研究

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摘要 本文通过对2012年-2018年的各个地区有代表性的指数的收盘数据分析,对其联动性做出研究。研究表明,沪港通推出以来,我国股票市场与欧美发达国家的股票市场的关系发生了显著的改变。美国股票市场对于我国内地和香港市场的影响处于主导地位,其不正常的波动会传导至我国市场。
作者 刘国欣
机构地区 北京物资学院
出处 《财讯》 2018年第33期76-76,共1页
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