1 李成, "金融市场条件与货币政策关系的解析-基于四元VAR - GARCH(1,1) - BEKK 模型的分析" 2 : 71-80, 2010
2 岳朝龙, "股市波动, 金融政策和宏观经济关系研究-基于因子VAR模型" 25 (25): 3-16, 2010
3 曾志坚, "宏观经济变量对股票价格的影响研究" 28 (28): 40-45, 2007
4 黎克俊, "外汇市场冲击与国内资本市场波动的关联机理解析" 31 (31): 45-52, 2011
5 李成, "中国货币政策与股票市场溢出效应研究-基于VAR - GARCH - BEKK模型" 16 (16): 83-91, 2014
6 王斌会, "中国股市, 汇市和债市间溢出效应的实证研究" 4 : 37-45, 2010
7 范致镇, "中国汇市与股市的信息传递关系-基于股市’牛熊’特征的比较研究" 24 (24): 81-91, 2009
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1 李成, "金融市场条件与货币政策关系的解析-基于四元VAR - GARCH(1,1) - BEKK 模型的分析" 2 : 71-80, 2010
2 岳朝龙, "股市波动, 金融政策和宏观经济关系研究-基于因子VAR模型" 25 (25): 3-16, 2010
3 曾志坚, "宏观经济变量对股票价格的影响研究" 28 (28): 40-45, 2007
4 黎克俊, "外汇市场冲击与国内资本市场波动的关联机理解析" 31 (31): 45-52, 2011
5 李成, "中国货币政策与股票市场溢出效应研究-基于VAR - GARCH - BEKK模型" 16 (16): 83-91, 2014
6 王斌会, "中国股市, 汇市和债市间溢出效应的实证研究" 4 : 37-45, 2010
7 范致镇, "中国汇市与股市的信息传递关系-基于股市’牛熊’特征的比较研究" 24 (24): 81-91, 2009
8 Campbell, J. Y., "What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns" 48 (48): 3-37, 1993
9 Mishra, A. K., "Volatility Spillover between Stock and Foreign Exchange Markets: Indian Evidence" 12 (12): 343-359, 2007
10 Morelli, D., "The Relationship between Conditional Stock Market Volatility and Conditional Macroeconomic Volatility: Empirical Evidence Based on UK Data" 11 (11): 101-110, 2002
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21 Ray, H., "Macroeconomic Link to Indian Capital Market: A Post-Liberalization Evidence" 5 (5): 272-288, 2014
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24 Wu, R. -S., "International Transmission Effect of Volatility between the Financial Markets during the Asian Financial Crisis" 12 (12): 19-35, 2005
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