| 股票价格和利率相关关系的实证分析 |
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| 引用本文： | 罗健梅,刘煜. 股票价格和利率相关关系的实证分析[J]. 成都纺织高等专科学校学报, 2002, 19(4): 5-7 |
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| 作者姓名： | 罗健梅 刘煜 |
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| 作者单位： | 西南财经大学研究生部,成都,610074 |
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| 摘 要： | 应用Engle -Granger协整理论和误差校正模型等计量经济方法 ,对我国股票价格与同业拆借利率的关系进行了实证研究 ,在此基础上结合中国的具体情况进一步分析了各个结论的原因所在 ,并由此得出了一些启示。
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| 关 键 词： | Engle-Granger 协整理论 误差校正模型 股票价格 利率 |
| 文章编号： | 1008-5580(2002)04-005-03 |
| 修稿时间： | 2002-07-15 |
The Analysis of the Relation between the Price of Stocks and Interest Rate |
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| LUO Jian-mei. The Analysis of the Relation between the Price of Stocks and Interest Rate[J]. Journal of Chengdu Textile College, 2002, 19(4): 5-7 |
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| Authors: | LUO Jian-mei |
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| Abstract: | The paper analyses the relation between the price of stocks and interest rate by means of metro- economics such as Engle-granger Cointegration and Error Correction Model Furthermore.On the basis of the analyses, we not only manage to find out the cause of several results according to the actual situation of China. we but also obtain some policy instructions. |
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| Keywords: | Engle-granger Co-integration Error Correction Model the price of stocks interest rate |
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