利率和资金流向对股指期货影响的实证分析——基于e

《利率和资金流向对股指期货影响的实证分析——基于e》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。

1、Content1Introduction11．1ResearchBackgroundandSignificance．．11．1．1ResearchBackground一l1．1．2ResearchMeaning．11．2DomesticandForeignResearchStatusandLiteratureReview21．2．1OverseasResearchStatus一21．2．2DomesticResearchStatus．．31．3ResearchContentandnleTechnicalDrawings61．3．1ResearchC

2、ontentand61．3．2111eTechnologyRoadmap．71．4Possibleinnovationpointofthisarticleandthepossibleproblems一91．4．1Possibleinnovations．91．4．2Possibledeficiencies．92OverviewofstockindexfuturesinChina102．1Overviewofstockindex102．1．1Themaininternationalstockindex．．102．1．2Themainstockindex

3、．．1l2．2Overviewofstockindexfutures112．2．1111eCSI300stockindexfutures．112．2．2ThemainfactorsaffectingthepriceoftheShanghaiandShenzhen300stockindexfutures．1：12．3ThedevelopmentstatusofChina’Sstockindexfuturesmarket．142．3．1China'sstockindexfuturesdevelopmentsituationofsecuritiesmar

4、ket．142．3．2StockindexfuturesinChinaSecuritiesMarketDevelopment．163Theoreticalstudy011theeffectofinterestrateonstockindexfuturespricefluctuatioII．173．1Thevolmilityofmeaningandthemeasureofit173．1．1111evolatili锣ofmeaning．173．1．2Volatilitymeasure173．2Mechanismofinterestratefluctua

5、tionoffuturesprice．173．2．1ThetheoreticalmodelofthestockindexfuturespriceeffectofinterestrateITT万方数据．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．173．2．2Mechanismofinterestratefluctuationoffuturesprice193．3Thesta

6、tusquooftheinterestratemarketinChina204．AnempiricalanalysisoftheimpactofcapitalflowsonStockIndexFuturesReturns224．1Thebasicconceptofcapitalflowsandcapitalflowindexanalysismethod一224．1．1Thebasicconceptofmoneyflowindex．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．224．1．2Thef

7、lowoffundsanalysis．．234．2Datasourcesandprocessing．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．244．3Theflowoffundsanalysisempiricalregressionmethod．．．．245Thedatacollectionandprocessingandmeasurementmodel．．265．1Thedatacollectionandprocessing．．265．2IntroductionoftheVARmo

8、del．295．3UnitRootTest．：．．295．4Grangercausalitytest．．．．．．．．．．．