【摘要】：文章運(yùn)用計(jì)量經(jīng)濟(jì)學(xué)中Granger因果性檢驗(yàn),分階段實(shí)證檢驗(yàn)了B股市場對(duì)內(nèi)開放以及匯率制度改革以來滬深兩市A、B指收益率的引導(dǎo)關(guān)系,得到的結(jié)論主要有:B股市場對(duì)內(nèi)開放以來,滬深兩市收益率的引導(dǎo)關(guān)系以及A、B指收益率的引導(dǎo)關(guān)系有所增強(qiáng);特別是匯率制度改革以來,A、B股市場收益率的引導(dǎo)關(guān)系表現(xiàn)得更加顯著。
[Abstract]:The paper uses the Granger causality test in econometrics to verify the direct relationship between the two markets A and B in Shanghai and Shenzhen since the opening of the B-share market and the reform of the exchange rate system in stages, and the conclusion is that the B-share market has been open to the inside, The guidance of the yields in Shanghai and Shenzhen, and the guidance of A and B, have been enhanced, especially since the reform of the exchange rate system, the direct relationship between the yield of A and B shares has become more remarkable.
【作者單位】： 山西財(cái)經(jīng)大學(xué)財(cái)政金融學(xué)院;山東師范大學(xué)經(jīng)濟(jì)學(xué)院;
【基金】：山東省統(tǒng)計(jì)科研重點(diǎn)課題資助項(xiàng)目(KT11039)
【分類號(hào)】：F224;F832.51

【參考文獻(xiàn)】

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