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

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