这一结论在波动溢出效应模型中也得到了验证。
This conclusion is proved in the volatility spillover effect model.
本文是针对股指期货市场的波动溢出效应所做的研究。
This paper is directed against the stock index futures market volatility spillover effects of study.
而本文主要是针对股指期货市场的波动溢出效应所做的研究。
This paper is mainly directed against the stock index futures market volatility spillover effects of study.
通过互谱分析实证研究了中国权证市场具有代表性的权证与其标的证券之间的波动溢出效应。
The volatility spillover effect between representative warrants in China warrants market and the underlying securities is examined using cross-spectral analysis.
这表明,在金融危机发生时,世界各主要股票市场的股指对上证综指存在显著的波动溢出效应。
This indicates that the world's major stock market indexes have significant volatility spillover effects on the Shanghai Composite index when the financial crisis occur.
金融市场中的波动溢出效应研究对资产组合配置、金融风险防范以及相关政策制定具有重要意义。
Study on volatility spillover in financial markets is important for portfolio allocation, financial risk prevention, and related policy making.
波动溢出效应是指一个金融市场的波动不仅受到本身历史波动程度的影响,而且还可能会受到其他市场波动程度的制约。
Volatility spillover effect means that the volatility of a financial market is influenced not only by the historical volatility of its own, but also by the volatility of other markets.
我国的经济增长率与通货膨胀率之间存在显著的正相关关系和波动性溢出效应。
We find that there is a stable positive relationship between growth and inflation, and there exists spillover effects from inflation to growth.
如果波动性对于增长水平存在“溢出效应”,则适度经济波动将促进经济增长。
If there is volatility spillover effect on growth, moderate volatility will promote growth.
GARCH类模型研究发现,两市波动性存在非对称性、溢出效应、杠杆效应。
The several GARCH models show that there is asymmetric and spillover effects and leverage effects between two markets.
从非对称溢出效应来看,存在股票市场对可转债市场的波动溢出的非对称性,由此可以看出,股票市场仍然是出于绝对支配地位的金融市场。
Thirdly, there is asymmetric spillovers effect from stock to bonds convertible markets. So we can see that the stock market is still absolutely dominant in these two financial markets.
从非对称溢出效应来看,存在股票市场对可转债市场的波动溢出的非对称性,由此可以看出,股票市场仍然是出于绝对支配地位的金融市场。
Thirdly, there is asymmetric spillovers effect from stock to bonds convertible markets. So we can see that the stock market is still absolutely dominant in these two financial markets.
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