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中国与国际证券市场间的风险传导模式——基于方差因果性研究的新证据 被引量:10
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作者 刘程 陈思翀 《世界经济文汇》 CSSCI 北大核心 2008年第5期30-44,共15页
在全球金融市场一体化程度不断加深和我国金融市场入世后进一步开放的背景下,我国与国际主要证券市场间的投资信息与风险联系日益增强。本文分别采用考察方差波动因果性联系的两阶段CCF和multivariate-GARCH(BEKK形式)方法,以近年来处... 在全球金融市场一体化程度不断加深和我国金融市场入世后进一步开放的背景下,我国与国际主要证券市场间的投资信息与风险联系日益增强。本文分别采用考察方差波动因果性联系的两阶段CCF和multivariate-GARCH(BEKK形式)方法,以近年来处于高涨阶段的沪深股市与同期世界主要股票市场的日交易数据为研究对象,对其相互间的信息传导模式进行了比较性分析。研究表明,随着中国证券市场主要制度改革的顺利完成和市场规模的不断扩张,自2006年以来中国对国际主要证券市场的风险和信息传导效应相当显著。也就是说,继国际贸易与直接投资领域之后,依托于长期快速发展的宏观经济基础上的中国证券市场,事实上也已经开始在世界市场中扮演着越来越重要的角色。与此相反,样本期内国际主要市场的波动对我国市场的影响却并不明显。研究表明相关监管机构和微观主体需要密切关注市场中可能存在的投资风险。 展开更多
关键词 证券市场 方差因果性 CCF BEKK
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Evaluation of Tomato Lines Derived from Landraces of "Tomate Platense" and a Commercial Hybrid in La Plata, Argentina
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作者 Lisandro Emio Maria de la Merced Mujica 《Journal of Agricultural Science and Technology(B)》 2016年第2期78-82,共5页
In the city of La Plata (Argentina) and the surroundings, there are tomato landraces, widely known as "tomate platense" and particularly prized because of their flavor. The objective was to evaluate seven promisso... In the city of La Plata (Argentina) and the surroundings, there are tomato landraces, widely known as "tomate platense" and particularly prized because of their flavor. The objective was to evaluate seven promissory lines of "tomate platense" (TL) derived from local varieties and a commercial hybrid (CH) considering yield, fruit characters and their possible associations. Nine plants per treatment were arranged in a randomized complete block design (r = 4). The following parameters were determined: diameter (cm), height (cm), diameter/height (D/H) ratio, weight per fruit (g), number of locules, the average number of fruits per plant, the average weight of fruits per plant (kg/ptant), the yield (ton/ha) and the survival percentage. ANOVA, Tukey's test and Pearson correlation coefficient were applied. The TL showed greater (P ≤ 0.01) diameter, D/H ratio and number of locules than CH. In all materials, both diameter and height were associated (P ≤ 0.05) with the weight per fruit. Six of TL had greater (P ≤ 0.01) weight per fruit than HC. Respect to number of fruits per plant, weight of fruits per plant and yield, there were no significant differences among the materials. The survival for CH was lower (P ≤0.05) than that for TL. Although fruits with a smaller size and less flattened have been selected, the lines show enough similarity in these characters that identified their common origin. With the fruits smaller and more uniform, and having no joined fruits, these lines may be of interest to be cultivated under low-input system conditions and practical for low-income producers. 展开更多
关键词 Tomato landraces tomate platense selected lines fruit characters yield components low-input systems.
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