| 宏观经济与证券市场相关性研究 |
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| 引用本文： | 陈朝阳,胡乐群,万鹤群. 宏观经济与证券市场相关性研究[J]. 系统工程理论与实践, 1996, 10(11): 64-69. DOI: 10.12011/1000-6788(1996)11-64 |
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| 作者姓名： | 陈朝阳 胡乐群 万鹤群 |
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| 作者单位： | 1. 中国农业大学;2. 国务院发展研究中心 |
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| 摘 要： | 宏观经济的角度出发分析了国民生产总值、物价、通货膨胀、利率和汇率诸因素对证券市场影响的机理, 同时也从反方面分析了证券市场对宏观经济的反作用。通过对宏观经济一致合成指数与上证指数及深证指数的相关性分析, 得出了我国证券市场与宏观经济高度相关, 并且证券市场的走势先行于宏观经济一致合成指数走势的结论。
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| 关 键 词： | 宏观经济 证券市场 相关性 一致合成指数 上证指数 深证指数 |
| 收稿时间： | 1995-05-15 |
The Research of Relationship between Macro Economy and Stock Market |
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| Chen Zhaoyang. The Research of Relationship between Macro Economy and Stock Market[J]. Systems Engineering —Theory & Practice, 1996, 10(11): 64-69. DOI: 10.12011/1000-6788(1996)11-64 |
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| Authors: | Chen Zhaoyang |
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| Affiliation: | 1. China Agriculture University, Beijing 100083;2. The Development and Rasearch Centre of State Council, Beijing 100037 |
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| Abstract: | From the view of macro economy, the authors analyse the mechanism that how gross national product(GNP),commodity prices, inflation, interest ate and exchang rate etc. influence stock market. At the same time they also analyse how stock market counteracts macro economy. From the analysis of relationship of macro economical coincident CI and Shanghai Stock index and Shenzhen Stock index,We can conclude that in our country there is high relation between stock market and macro economy and the trendcy of stock market precedes the one of macro economy. |
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| Keywords: | macro economy stock market relationship coincident CI Shanghai stock index Shenzhen stock index |
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