Dynamic Linkages between Stock Market Volatility and Macroeconomic Variables: Empirical Evidence Based on China

机译：股市波动与宏观经济变量之间的动态联系：基于中国的经验证据

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This paper investigates whether dynamics in key macroeconomic indicators in China significantly explain stock returns. The dataset covers the period from January 1996 to December 2006. Using the impulse response, the study finds that in terms of magnitude, persistence, and significance, the transmission of shocks emanating from industrial production and money supply to stock market are more pronounced than the ones originating from the other macroeconomic variables. These findings may have important implications for decision-making by investors and national policymakers.

机译：本文调查了中国关键宏观经济指标中的动态明显解释股票回报。该数据集涵盖了1996年1月至2006年12月的期间。使用脉冲响应，研究发现，在数量，持续性和意义方面，从工业生产和货币供应到股票市场发出的冲击传播比来自其他宏观经济变量的那些。这些调查结果可能对投资者和国家政策制定者的决策产生重要意义。

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《International Conference on Business Intelligence and Financial Engineering》|2009年||共5页
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中图分类 TP18-53;
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decision making; economic indicators; investment; macroeconomics; stock markets; China; decision-making; dynamic linkage; empirical evidence; industrial production; macroeconomic indicator; money supply; national policymaker; stock market volatility; Impulse response; Macroeconomic variables; Stock market;

机译：决策;经济指标;投资;宏观经济;股票市场;中国;决策;经验证据;工业生产;宏观经济指标;股市波动;脉冲响应;宏观经济变量;股票市场;

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Dynamic Linkages between Stock Market Volatility and Macroeconomic Variables: Empirical Evidence Based on China

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