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人民币汇率和中国股票价格关系的实证研究

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摘要 本文选取人民币名义有效汇率和上证收盘综合指数两个变量对其进行研究,应用协整检验、误差修正模型、Granger因果检验等计量方法,对股价和汇率之间的关系分长期和短期进行了实证分析,结果表明,无论是在长期还是在短期,二者均存在双向关系。
出处 《知识经济》 2015年第1期82-82,共1页 Knowledge Economy
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