中國(guó)股票、債券和房地產(chǎn)市場(chǎng)收益相關(guān)性研究.pdf

1、目錄摘要............................................................................................................................................……1Abstract.................................................................

2、.....................……，.......................................……2一、導(dǎo)論....................................................................……，.................................................……11.1、研究背景...................

3、...............................................................................................……11.1.1中國(guó)股票市場(chǎng)............................................................……11.1.2中國(guó)債券市場(chǎng).....................................

4、.................................……31.1.3中國(guó)房地產(chǎn)市場(chǎng)................……，........................……51.2選題意義....................................................................................……，二，..…，..............……81.3研究思路與框

5、架........................................................................……9二、文獻(xiàn)綜述..........................................................................................................................……102.1股票、債券與房地產(chǎn)

6、市場(chǎng)相互關(guān)系文獻(xiàn)綜述……，...............................................……102.2對(duì)影響股票、債券和房地產(chǎn)市場(chǎng)因素研究的文獻(xiàn)綜述.......................................……14三、理論分析.........................................................................……，.....

7、.....................................……163.1股票、債券和房地產(chǎn)相關(guān)關(guān)系的基本分析............……，.....................................……173.2股票、債券和房地產(chǎn)、CPI和利率的多因素模型分析......................................……213.3股票、債券和房地產(chǎn)相關(guān)關(guān)系的多因素模型分析.........

8、....................................……26四、實(shí)證分析..........................................................................................................................……274.1指標(biāo)的選擇與數(shù)據(jù)的選取..................................

9、4……274.1.1數(shù)據(jù)描述性統(tǒng)計(jì)分析...............................……294.2ADF單位根檢驗(yàn)(UnitRootTest)....................……，.…，................................……344.3協(xié)整關(guān)系檢驗(yàn)......................................................................

10、.........……354.4Granger因果檢驗(yàn).........................................……，........................……364.5vAR向量自回歸模型.........................................................……37五、結(jié)論..............................……，..........

11、...................................................................................……395.1本文的主要結(jié)論.......……，……，.............……，..............................，一395.1.1股市、債市與房市相關(guān)關(guān)系的結(jié)果分析......................................

12、...........……395.1.2三個(gè)市場(chǎng)、CPI及利率水平相關(guān)性分析二，...............................................……415.2本文的創(chuàng)新與局限性....................……，.....……44圖表目錄:.，..............................................................................

13、..............................................……45參考文獻(xiàn):....……，...................................................................................................................……46致謝.....................................

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