Introduction 本文研究权益及负债财富变化之间的连动性(co-movement),结果表明,股东财富的变化相对于债权人财富的变化为正显著相关,这与信号假说观点一致。
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...运用 关键字:经济周期;协同运动;非对称性;局面转移模型;动态因子模型 [gap=11169]Keywords: Business Cycle, Co-movement, Asymmetry, Regime-Switching Model, Dynamic.
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...势等,使彼此产生相互的连结,并表现出一些 共同特征,如股指期货与现货会有相似的价格、报酬 或是波动序列会有共移(co-movement)的情形。 故以共 同因子反映股指期货与现货的共同特征,可探讨共同 信息对两者的影响程度。
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Business Cycle Co-movement 经济周期协动性
co-movement and completeness 由动态协整
Co movement 共同运动
Co - movement 联动性
price co-movement 价格联动
volatility co-movement 波动连带性
Industrial Co-movement 产业联动关系
The thesis focuses on the effecting factors to the business cycle co-movement and the interaction of the economic shocks between China and the world.
重点研究了中外经济周期协动性的影响因素、中国与世界(或有关区域、国家)经济波动的相互冲击及其反映等问题。
参考来源 - 中国经济波动与世界经济周期的协动性研究The responses of investors to unexpected returns and information transmission in the stock markets are investigated by many economists. They find that the stock market returns are characterized by excess kurtosis, volatility clustering, leverage effects and co-movement.
近年来,国外许多经济学家发现股票市场收益序列具有尖峰厚尾、波动群集、杠杆效应与共同波动的特点,并为此进行了大量的实证研究。
参考来源 - 沪深股市收益波动度的杠杆效应及传递性的实证研究·2,447,543篇论文数据,部分数据来源于NoteExpress
Three-frame co-movement stripping with central positioning device.
三框联动清废装置,配合中央定位,动作和谐,快捷高效。
Based on the economic fundamentals theory and market contagion theory, some researches had explained the phenomenon and causes of the co-movement of the global securities markets.
许多学者基于经济基础说和市场传染说的理论研究了中国证券市场与世界市场之间同步变化的现象及原因。
"The programme investigates the dancer" s brain, discovering how movement is learnt and remembered and what lies behind a dancer "s exceptional ability for control and co-ordination."
这个节目研究舞蹈演员的大脑,了解舞蹈动作是如被学到而且记住,舞蹈演员又是有何种特殊技能进行控制及协调的。
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