, 2015)。对该关联结构的识别,重点在于了解金融机构间的联动性(comovement),尤其是这种联动性在危机期间的突然加强。金融机构间联动性的加强,通常使得爆发于极少数金融机构的财务危机迅速蔓延到整个金融...
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cyclical comovement 以及周期的共移性
Excessive Comovement 超额联动
Comovement of Stock Markets 股票市场联动
price comovement 价格联动
comovement spatial weights matrix 协动空间权重矩阵
Excess Comovement in International Equity 在国际股票过剩协动
In order to achieve maximum return with a minimum degree of risk, it is important to study the comovement between these two assets.
为了从组合中获取最大收益和最大限度的规避风险,研究这两种资产之间的联动问题具有重要意义。
Based on the regional fluctuation and its comovement of Chinas rice yield production, the paper pointed out that the regional fluctuation and its comovement is very obvious.
在分析中国水稻产出区域性波动和协动性的基础上,指出中国水稻产出的区域性波动特征和波动的协动性特征突出。
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