Empirical research on the relationship between futures market and economic growth in China Based on the VAR model

被引：0

作者：

Yang Kaijun ^{[1
]}

Liu Huijuan ^{[1
]}

机构：

[1] Hohai Univ, Sch Business, Nanjing 210000, Jiangsu, Peoples R China

来源：

PROCEEDINGS OF THE 7TH (2015) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT | 2015年

关键词：

development of futures market; economic growth; VAR model; empirical research; HEDGING EFFECTIVENESS;

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

This paper establishes the vector autoregressive (VAR) model by making the use of the data of futures market and economic growth in China during 2000-2012, and analyzes their internal relationship by unit root test, EG cointegration test, Granger-cause test, impulse response function and variance decomposition et al. This paper finds that economic growth could promote the stable development of futures market, and on the other hand, the counteraction of the development of the futures market on economic growth should be reinforced.

引用

页码：123 / 128

页数：6

共 50 条

[1] Research on the Relationship between IT-derived Human Capital and Economic Growth in China: An Empirical Analysis Based on VAR Model
Li, Lutang
Liu, Xiaotong
Wang, Haoyu
ECONOMICS AND SOCIAL SCIENCE, 2013, 13 : 139 - 144
[2] An Empirical Analysis on Dynamic Relationship Between External Trade and Economic Growth in China Based on VAR Model
Liu Yang
Sun Xujie
PROCEEDINGS OF THE NINTH INTERNATIONAL FORUM - INTERNATIONAL TRADE AND INVESTMENT, 2012, : 76 - 81
[3] Research on the Relationship between Structural Change and Economic Growth in Guangzhou-An Empirical Analysis Based on VAR Model
Zhong, Jiayi
Tang, Jie
5TH INTERNATIONAL CONFERENCE ON ADVANCES IN ENERGY, ENVIRONMENT AND CHEMICAL ENGINEERING, 2019, 358
[4] Research on the dynamic relationship between environmental growth and economic quality based on VAR model
Chen Guici
Zhang Zuo
Ding Yongmei
5TH INTERNATIONAL CONFERENCE ON ADVANCES IN ENERGY, ENVIRONMENT AND CHEMICAL ENGINEERING, 2019, 358
[5] Research on coupling relationship between environmental quality and regional economic growth based on VAR model
Zhao Jingfeng
Han Zhao'an
CLUSTER COMPUTING-THE JOURNAL OF NETWORKS SOFTWARE TOOLS AND APPLICATIONS, 2019, 22 (Suppl 3): : S5881 - S5891
[6] Research on coupling relationship between environmental quality and regional economic growth based on VAR model
Zhao Jingfeng
Han Zhao’an
Cluster Computing, 2019, 22 : 5881 - 5891
[7] The Relationship between Inbound Tourism and Economic Growth in China: An Empirical Research Based on Panel Data
Huang, Zhimin
2013 ASIAN CONFERENCE ON THE SOCIAL SCIENCES (ACSS 2013), PT 1, 2013, 3 : 81 - 85
[8] Empirical Research on the Relationship between Real Estate and Stock Price Fluctuation in China Based on VAR Model
Sun, Ye
Liu, Na
2009 SECOND INTERNATIONAL SYMPOSIUM ON KNOWLEDGE ACQUISITION AND MODELING: KAM 2009, VOL 1, 2009, : 398 - 401
[9] Empirical Research on the Relationship Between Renewable Energy Consumption and Economic Growth in China
Zhang, Rufei
Liu, Lijun
INTERNATIONAL CONFERENCE ON FRONTIERS OF ENVIRONMENT, ENERGY AND BIOSCIENCE (ICFEEB 2013), 2013, : 46 - 51
[10] The relationship between funds and futures prices: An empirical study based on the copper futures market
Li, Yi
Bu, Hui
Wang, Shou-Yang
Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice, 2008, 28 (09): : 10 - 19

← 1 2 3 4 5 →