This paper uses monthly macroeconomic data and stock market indices from January 1996 to August 2002, and adopts vector autoregression method to study the fraction of the variation in stock returns that can be attributed to various types of macroeconomic news.
研究表明中国股市的股票收益受宏观信息影响不超过30%,宏观经济变量对股票收益的影响不显著。
Using panel data from December 2003 to April 2008, this paper studies the role of term structure of interest rates and macroeconomic variables in determining bond yields and risk premium on the T-bond market of the Shanghai Stock Exchange.
该研究采用面板模型实证分析了2003年12月至2008年4月上海证券交易所债券市场国债风险溢价与利率期限结构及宏观经济变量的关系。
In this paper we analyze relationships among selected macroeconomic variables and Chinese stock market basing on the classical financial researching frame, by employing a cointegration Analysis model, try to offer a meaningful grope for the macroscopic affection on the stock market.
本文以经典宏观经济和金融理论为框架,使用了协整计量的分析方法,分析了代表性宏观经济变量与股市收益率之间的关联性,试图为宏观经济对股市的影响提供一个有意义的探索。
This paper tests the existence of a relationship between stock price and macroeconomic variables in China with econometrical method.
本文应用计量经济学的方法来研究中国股票价格指数和宏观经济变量之间的相关关系。
A Study on the effect of macro economy on the stock price;
宏观经济变量对股票价格的影响研究
The Analysis of Main Macroeconomic Variable's Shock Effect to CPI
主要宏观经济变量对CPI冲击响应分析
Study on Effects of Macroeconomic Variables on Chinese Stock Market Price Behavior;
宏观经济变量对我国股市价格行为影响研究
Empirical Study of the Relationship between Residential Housing Price and Economic Fundamentals in China;
中国住宅价格与宏观经济变量关系实证分析
An Empirical Analysis on the Relationship between Stock Price and Macroeconomic Variables in China;
中国股票价格和宏观经济变量关系的实证分析
Analysis on the fluctuation of Chinese stock market on the perspective of macro economic variables;
基于宏观经济变量的中国股市波动分析
The Effects of Social Security Payment on China s Macroeconomic Variables;
社会保障支付对中国宏观经济变量的效应
An Empirical Study of Cointegration Relationship between Chinese Stock Price Index and Macroeconomic Variables;
宏观经济变量与股价指数的协整关系分析
Empirical Study on Correlation Between Stock Market Index and Macroeconomic Variables;
股票价格指数与宏观经济变量关系的实证研究
An Empirical Analysis of the Relationship between CHIBOR and Macro-economic Variables;
同业拆借利率与宏观经济变量之关系研究
Empirical Study on Relations of Shanghai Stock Index and Macroeconomic Variables in China
上证股指与我国宏观经济变量关系的实证研究
The Study of Relationship between Enterprise Credit Risks and Macroeconomic Variables
企业信用风险与宏观经济变量的相关性研究
The Association Study on Main Macroeconomic Variables and Fluctuation of Business Cycle among China, Japan and Korea
中日韩三国主要宏观经济变量与经济周期波动的关联性研究
Dynamic Model and Econometric Analysis on Cyclical Co-movement of Variables of Macroeconomic in China;
我国宏观经济变量周期性波动的动态模型与计量分析
A Research on the Relationship between Stock Price and Macroeconomic Variables Based on Vector Autoregression Model;
基于向量自回归方法的股票价格与宏观经济变量关系研究
Quantitative Relations between Japanese yen Exchange Rates and Micro -economic Variation;
对日元汇率与其它宏观经济变量之间数量关系的分析
Neural network simulation makes model and prediction on stock indexes and macroeconomic variables;
股指与宏观经济变量的神经网络仿真建模和预测
An Empirical Analysis of the Expectation Effect on Some Chinese Macroeconomic Variables;
居民预期物价水平对中国宏观经济变量影响的实证分析