本文關(guān)鍵詞：我國證券投資基金、股票市場和債券市場的溢出風(fēng)險測度——來自上海證券市場的證據(jù)，，由筆耕文化傳播整理發(fā)布。

《Shanghai Finance》 2013-01

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The Global and Local Factors of China’s Stock and Bond Markets——Comparison based on Different Periods

Hu Qiuling/Yu Tingting  

The thesis divides the data over the period from 2007-2010 into three phases,namely normal times,Financial Crisis of U.S.and Double-crisis period.It makes analysis on the contagion routes of international financial market risks into China’s securities markets via descriptive statistics and Granger causality test.It uses rolling correlation coefficient and rolling residual correlation coefficient to depict the linkage between Chinese stock market and bond market during different period and different event windows.On the above basis,it makes it clear which are more influential,the international factors or the domestic ones that cause the coordination of stock market and securities market.By doing so,it’s intended to make the anti-crisis policy more effective.

【Key Words】：
【Fund】： 國家人文社會科學(xué)基金項目(07BJY169);; 陜西師范大學(xué)人文社會科學(xué)基金重點項目(09SZD11)
【CateGory Index】： F224;F832.51

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【Citations】

Chinese Journal Full-text Database 8 Hits

1 ZENG Zhi-jian,LUO Chang-qing (College of Business Administration,Hunan University,Changsha,Hunan 410082,China);An Empirical Study on the Liquidity Co-movement between Stock and Bond Markets[J];The Theory and Practice of Finance and Economics;2008-04

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3 ZHENG Zhen-long,CHEN Zhi-ying(Xiamen University,Xiamen 361005,China);An Analysis of the Dynamic Correlation of Yields between China's Stock Market and Bond Market[J];Contemporary Finance & Economics;2011-02

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【Co-citations】

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1 WANG Jin ZHU Xin-rong;Relationship between Bank Credit and Asset Price[J];Finance Forum;2011-09

2 SHEN Bing,LIAO Jie,MA Zhe-guang(College of Economics and Management,Southwest University,Chongqing 400715,China);Empirical Research on the Influence of Monetary Supply to the Stock Price Index[J];Journal of Northeast Normal University(Philosophy and Social Sciences);2012-04

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  本文關(guān)鍵詞：我國證券投資基金、股票市場和債券市場的溢出風(fēng)險測度——來自上海證券市場的證據(jù)，由筆耕文化傳播整理發(fā)布。