1) macroeconomic coefficient vector
宏观经济系数向量
4) macroeconomic news
宏观经济变量
1.
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。
5) Macroeconomic variables
宏观经济变量
1.
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。
2.
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。
3.
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。
补充资料：宏观经济
宏观经济是指总量经济活动，即国民经济的总体活动。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条