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本文就我国金融股票市场和债券市场之间相关关系之间存在着较强的负相关关系,也就是“翘翘板效应”理论展开实证研究,分析比较了我国股票市场和债权市场之间一定时期之内指数的变动趋势,并对两者之间的相关关系进行了深入分析,最后得出我国股票市场和债券市场相关性随着经济的运行会发生结构性变化的结论。
In this paper, there is a strong negative correlation between the financial stock market and the bond market in China, which is the empirical study of the “seesaw effect” theory, and analyzes the comparison between the stock market and the debt market in China The trend of the change of the index within a certain period of time, and an in-depth analysis of the correlation between the two, and finally draw the conclusion that the correlation between the stock market and the bond market in our country will change structurally with the operation of the economy.