The comovement relation in this dissertation includes reciprocally effects, long-run cointegration, Granger causality, leading and lag relation and time-varying correlation between the return and liquidity of stock and bond markets.
本文的联动关系包括两个市场的收益率之间与流动性之间的相互影响、长期协整关系、因果关系、领先滞后关系,以及时序变化的相关性。
参考来源 - 股票与债券市场间收益率及流动性联动关系研究Chapter III of the paper focuses on the mutual relation between stock index futures and index fund.
文中第三章着重分析了股指期货和指数基金之间的联动关系。
参考来源 - 股指期货与指数基金联动性分析·2,447,543篇论文数据,部分数据来源于NoteExpress
许多交易商眼中美元与股市之间那种甜蜜而牢固的联动关系,是否已然结束?
Is this the end of what many traders had considered a beautiful and rock solid relationship?
利用该仪器对运动环节质心与人体总质心之间存在的联动关系进行了实验验证。
The linkage relationship between mass center of moving segments and mass center of human body are validated by experiment.
而这种联动关系对投资者来说根本没用,投资者探寻的其实是证券市场自身的领先指标。
But this link is of little use to investors, who are looking instead for a lead indicator for equity performance.
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