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随着经济全球化步骤的推进,各国资本市场之间的相互影响逐步加深,最具代表性的是各国之间的股票市场。本文从相关的理论出发,使用一些统计计量方法对中美股市的相关性进行了实证研究,得出的结论表明美国股市的价格波动会在随后的若干日期对中国股市的股票价格产生一定程度的影响。
With the progress of economic globalization, the mutual influence between capital markets in various countries is gradually deepening. The most representative one is the stock market between countries. Based on the relevant theories, this paper uses some statistical methods to study the correlation between China and the United States stock market, and draws the conclusion that the price volatility in the U.S. stock market will produce a certain degree of stock price on the Chinese stock market influences.