The Influence of Foreign Stock Markets on Chinese Stock Markets during the period of Subprime Crisis in 2008

机译：2008年次贷危机期间外国股市对中国股市的影响

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In this paper, several major composite indices from Chinese stock markets and some developed countries are researched. The developed countries belong to the countries who had been highly influenced by the subprime crisis in 2008, including Australia, German, French, Japan, United states of American, United kingdom. Our research shows the Chinese stock markets in mainland have been highly influenced by the stock markets in American, Australia, Japan and Hong Kong. We find that the four countries and region are just the countries who have closed trade relations with China mainland. It also denotes the trade relationship is a major way of financial crisis spreading.

机译：本文研究了中国股市和一些发达国家的若干主要综合指数。发达国家属于2008年受到次贷危机受到高度影响的国家，包括澳大利亚，德国，法国，日本，美国，英国。我们的研究表明，大陆的中国股市受到美国，澳大利亚，日本和香港的股票市场的影响。我们发现，四个国家和地区只是与中国大陆贸易关系的国家。它还表示贸易关系是金融危机的主要方式。

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《International Conference on Education, Management and Social Science》|2014年||共4页
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Yuanyuan Ma; Lingxuan Li;
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中图分类 C93-53;
关键词
Subprime crisis; Stock price index; Granger causality test; VAR (Vector Auto-regression Mode);

机译：次贷危机;股票价格指数;格兰杰因果关系试验;var（矢量自动回归模式）;

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1. Asymmetric Volatility Spillover between Stock Market and Foreign Exchange Market: Instances from Indian Market from Pre-, during and Post- Subprime Crisis Periods [J] . Gnyana Ranjan Bal, Amit Manglani, Malabika Deo Global Business Review . 2018,第6期

机译：股票市场和外汇市场之间的不对称波动溢出：次贷危机前，危机期间和危机后时期的印度市场实例
2. Crisis periods and contagion effects in the CEE stock markets: the influence of the 2007 US subprime crisis [J] . Joanna Olbrys, Elzbieta Majewska International Journal of Computational Economics and Econometrics . 2016,第2期

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3. Volatility spillover between stock and foreign exchange market of China: evidence from subprime Asian financial crisis [J] . Khalil Jebran Journal of Asia Business Studies . 2018,第2期

机译：中国股票和外汇市场之间的波动溢出：来自次贷亚洲金融危机的证据
4. The Influence of Foreign Stock Markets on Chinese Stock Markets during the period of Subprime Crisis in 2008 [C] . Yuanyuan Ma, Lingxuan Li International Conference on Education, Management and Social Science . 2014

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6. Crisis-Like Behavior in Chinas Stock Market and Its Interpretation [O] . Fangli Fan, Jianbo Gao, Shuhong Liang -1

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7. Direct Identification of Crisis Periods on the CEE Stock Markets: The Influence of the 2007 U.S. Subprime Crisis [O] . Olbrys Joanna, Majewska Elzbieta 2014

机译：在中东欧股票市场上直接确定危机时期：2007年美国次贷危机的影响

The Influence of Foreign Stock Markets on Chinese Stock Markets during the period of Subprime Crisis in 2008

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